require(OneStep) require(actuar) n <- 1e3 #### G1 <- c("norm", "exp", "lnorm", "invgauss", "pois", "geom") # Distributions for which the explicit MLE is returned #### x <- rexp(n) os <- onestep(x, "exp") summary(os) print(os) class(os) plot(os) x <- rlnorm(n, 0, 1) os <- onestep(x, "lnorm", method="closed") summary(os) plot(os) #### G2 <- c("unif", "logis") # Special distributions #### x <- runif(n) os <- onestep(x, "unif") summary(os) le <- fitdist(x, "unif") summary(le) x <- rlogis(n) os <- onestep(x, "logis") summary(os) le <- fitdist(x, "logis") summary(le) #### G3 <- c("gamma", "beta", "nbinom") # Distributions with a default MME initial guess estimator #### x <- rbeta(n, 3, 2) os <- onestep(x, "beta") summary(os) os <- onestep(x, "beta", init=list(shape1=1, shape2=1)) x <- rgamma(n, 3, 2) os <- onestep(x, "gamma", init=list(shape=1, scale=1)) summary(os) os <- onestep(x, "gamma", init=list(shape=10, rate=1)) summary(os) x <- rnbinom(n, 3, 1/3) #mu=size*(1-prob)/prob=6 os <- onestep(x, "nbinom") summary(os) os <- onestep(x, "nbinom", init=list(size=10, mu=2)) summary(os) os <- onestep(x, "nbinom", init=list(size=10, prob=1/2)) summary(os) #### G4 <- c("cauchy", "weibull", "pareto") # Distributions with a special initial guess estimator #### x <- rweibull(n, 3, 2) os <- onestep(x, "weibull") summary(os) os <- onestep(x, "weibull", init=list(shape=1, scale=1)) summary(os) x <- rcauchy(n, 1, 2) os <- onestep(x, "cauchy", control=list(param_t=1/4)) summary(os) os <- onestep(x, "cauchy", init=list(location=0, scale=1)) summary(os) x <- rpareto(n, 1, 2) os <- onestep(x, "pareto") summary(os) os <- onestep(x, "pareto", init=list(shape=1, scale=1)) summary(os)