R Under development (unstable) (2024-02-22 r85974 ucrt) -- "Unsuffered Consequences"
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> 
> require(OneStep)
Loading required package: OneStep
Loading required package: fitdistrplus
Loading required package: MASS
Loading required package: survival
Loading required package: numDeriv
Loading required package: parallel
Loading required package: extraDistr
> require(actuar)
Loading required package: actuar

Attaching package: 'actuar'

The following objects are masked from 'package:extraDistr':

    dgumbel, dinvgamma, dpareto, pgumbel, pinvgamma, ppareto, qgumbel,
    qinvgamma, qpareto, rgumbel, rinvgamma, rpareto

The following objects are masked from 'package:stats':

    sd, var

The following object is masked from 'package:grDevices':

    cm

> 
> 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)
Parameters : 
      estimate
rate 0.9903148
Loglikelihood:  -1009.732   AIC:  2021.465   BIC:  2026.373 
> print(os)
Parameters:
      estimate
rate 0.9903148
> class(os)
[1] "onestep" "fitdist"
> plot(os)
> 
> x <- rlnorm(n, 0, 1)
> os <- onestep(x, "lnorm", method="closed")
> summary(os)
Parameters : 
          estimate
meanlog 0.03711185
sdlog   1.01841389
Loglikelihood:  -1474.297   AIC:  2952.594   BIC:  2962.409 
> plot(os)
> 
> ####   G2 <- c("unif", "logis") # Special distributions ####   
> 
> x <- runif(n)
> os <- onestep(x, "unif")
> summary(os)
Parameters : 
    estimate
1 0.00766132
2 1.01300181
Loglikelihood:  -Inf   AIC:  Inf   BIC:  Inf 
> le <- fitdist(x, "unif")
> summary(le)
Fitting of the distribution ' unif ' by maximum likelihood 
Parameters : 
        estimate Std. Error
min 0.0003739302         NA
max 0.9997526563         NA
Loglikelihood:  0.621467   AIC:  2.757066   BIC:  12.57258 
Correlation matrix:
[1] NA

> 
> 
> x <- rlogis(n)
> os <- onestep(x, "logis")
> summary(os)
Parameters : 
            estimate
location -0.01493669
scale     0.99667357
Loglikelihood:  -1998.785   AIC:  4001.57   BIC:  4011.386 
> le <- fitdist(x, "logis")
> summary(le)
Fitting of the distribution ' logis ' by maximum likelihood 
Parameters : 
            estimate Std. Error
location -0.02803861 0.05467147
scale     0.99839733 0.02641282
Loglikelihood:  -1998.754   AIC:  4001.508   BIC:  4011.324 
Correlation matrix:
           location      scale
location 1.00000000 0.00251881
scale    0.00251881 1.00000000

> 
> 
> ####   G3 <- c("gamma", "beta", "nbinom") # Distributions with a default MME initial guess estimator ####   
> 
> x <- rbeta(n, 3, 2)
> os <- onestep(x, "beta")
> summary(os)
Parameters : 
       estimate
shape1 3.075415
shape2 2.131712
Loglikelihood:  242.6108   AIC:  -481.2215   BIC:  -471.406 
> 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)
Parameters : 
      estimate
shape 1.486931
rate  1.001207
Loglikelihood:  -1256.179   AIC:  2516.359   BIC:  2526.175 
> os <- onestep(x, "gamma", init=list(shape=10, rate=1))
Warning message:
In dgamma(c(0.518931507001945, 2.3666249700763, 3.48363317180729,  :
  NaNs produced
> summary(os)
Parameters : 
        estimate
shape -217.97183
rate   -20.94575
Loglikelihood:  NaN   AIC:  NaN   BIC:  NaN 
> 
> x <- rnbinom(n, 3, 1/3) #mu=size*(1-prob)/prob=6
> os <- onestep(x, "nbinom")
> summary(os)
Parameters : 
     estimate
size 3.001653
mu   5.962000
Loglikelihood:  -2725.924   AIC:  5455.849   BIC:  5465.664 
> os <- onestep(x, "nbinom", init=list(size=10, mu=2))
> summary(os)
Parameters : 
      estimate
size 13.055957
mu    3.257501
Loglikelihood:  -3557.176   AIC:  7118.352   BIC:  7128.168 
> os <- onestep(x, "nbinom", init=list(size=10, prob=1/2))
> summary(os)
Parameters : 
     estimate
size 2.604170
mu   3.546077
Loglikelihood:  -2987.539   AIC:  5979.077   BIC:  5988.893 
> 
> 
> 
> 
> ####   G4 <- c("cauchy", "weibull", "pareto") # Distributions with a special initial guess estimator ####   
> 
> x <- rweibull(n, 3, 2)
> os <- onestep(x, "weibull")
> summary(os)
Parameters : 
      estimate
shape 3.029529
scale 2.045224
Loglikelihood:  -996.3449   AIC:  1996.69   BIC:  2006.505 
> os <- onestep(x, "weibull", init=list(shape=1, scale=1))
> summary(os)
Parameters : 
        estimate
shape   1.392106
scale 152.855260
Loglikelihood:  -6467.9   AIC:  12939.8   BIC:  12949.62 
> 
> 
> x <- rcauchy(n, 1, 2)
> os <- onestep(x, "cauchy", control=list(param_t=1/4))
> summary(os)
Parameters : 
         estimate
location 0.827723
scale    1.994658
Loglikelihood:  -3294.543   AIC:  6593.085   BIC:  6602.901 
> os <- onestep(x, "cauchy", init=list(location=0, scale=1))
> summary(os)
Parameters : 
          estimate
location 0.3676292
scale    1.7596202
Loglikelihood:  -3313.997   AIC:  6631.993   BIC:  6641.809 
> 
> 
> x <- rpareto(n, 1, 2)
> os <- onestep(x, "pareto")
> summary(os)
Parameters : 
       estimate
shape 0.9246754
scale 1.8253853
Loglikelihood:  -2764.145   AIC:  5532.29   BIC:  5542.105 
> os <- onestep(x, "pareto", init=list(shape=1, scale=1))
> summary(os)
Parameters : 
       estimate
shape 0.7178122
scale 1.2870607
Loglikelihood:  -2773.679   AIC:  5551.359   BIC:  5561.174 
> 
> proc.time()
   user  system elapsed 
   1.14    0.17    1.29