Maximum-likelihood fitting of univariate distributions.
fitdstn(x, densfun, ...)a list with class “fitdstn” containing the following elements:
a named numeric vector containing the parameter estimates.
a named numeric vector containing the standard deviations of the parameter estimates.
a numeric matrix containing the variance-covariance matrix of the estimated parameter vector.
a single numeric value indicating the number of sample points in x.
a single numeric value giving the maxized the log-likelihood.
the matched call.
the character string densfun provided in the arguments.
the data provided in x.
a numeric vector containing the sample.
a character string naming the distribution. Distributions ‘gamma’, ‘lognormal’, and ‘weibull’ are supported.
additional arguments are ignored.
This function relies on the fitdistr function for
the computations. The returned object is modified to support plotting
and comparison.
An important goal here is the comparison with robust fits to
the same distributions, see fitdstnRob.
fitdistr which provides many more choices for
densfun.