Distribution Fitting and Evaluation

A library of density, distribution function, quantile function, (bounded) raw moments and random generation for a collection of distributions relevant for the firm size literature. Additionally, the package contains tools to fit these distributions using maximum likelihood and evaluate these distributions based on (i) log-likelihood ratio and (ii) deviations between the empirical and parametrically implied moments of the distributions. We add flexibility by allowing the considered distributions to be combined into piecewise composite or finite mixture distributions, as well as to be used when truncated. See Dewitte (2020) < https://hdl.handle.net/1854/LU-8644700> for a description and application of methods available in this package.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("distributionsrd")

0.0.6 by Ruben Dewitte, 5 months ago


Browse source code at https://github.com/cran/distributionsrd


Authors: Ruben Dewitte [aut, cre]


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL-3 license


Imports Rdpack, stats, flexmix, modeltools, methods

Suggests knitr, rmarkdown, tidyverse, testthat


See at CRAN