fBasics (version 4021.93)

distCheck: Distribution check

Description

Tests properties of an R implementation of a distribution, i.e., of all four of its “dpqr” functions.

Usage

distCheck(fun = "norm", n = 1000, robust = TRUE, subdivisions = 100, ...)

Arguments

fun

a character string, the name of the distribution.

n

an integer specifying the number of random variates to be generated.

robust

logical flag, should robust estimates be used? By default TRUE.

subdivisions

integer specifying the numbers of subdivisions in integration.

...

the distributional parameters.

Examples

distCheck("norm", mean = 1, sd = 1)

distCheck("lnorm", meanlog = 0.5, sdlog = 2, robust=FALSE)
## here, true E(X) = exp(mu + 1/2 sigma^2) = exp(.5 + 2) = exp(2.5) = 12.182
## and      Var(X) = exp(2*mu + sigma^2)*(exp(sigma^2) - 1) =       7954.67