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Description

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.

distributionsrd

The goal of distributionsrd is to distribute a library of density, distribution function, quantile function, raw moments, random generation for a collection of distributions. Additionally, the package contains tools to fit and evaluate distributions.

Installation

You can install the released version of distributionsrd from GitHub with:

devtools::install_github(repo="ruben0dewitte/distributionsrd")
Metadata

Version

0.0.6

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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