library(mbbefd) data(lossalaefull) x <- lossalaefull$Loss/lossalaefull$Limit # fitDR(x, "oigbeta", method="mle", control=list(trace=1, REPORT=1)) dlist <- c("oistpareto", "oibeta", "oigbeta") flist <- lapply(dlist, function(d) {print(d); fitDR(x, d, method="mle")}) names(flist) <- dlist gof1 <- gofstat(flist) mm <- rbind(KS = gof1$ks, CvM = gof1$cvm, AD = gof1$ad, AIC = gof1$aic, BIC = gof1$bic) rownames(mm) <- c("Kolmogorov-Smirnov statistic", "Cramer-von Mises statistic", "Anderson-Darling statistic", "Aikake's Information Criterion", "Bayesian Information Criterion") cdfcomp(flist, do.points=FALSE, leg=dlist, addlegend = FALSE, fitlwd=1.5, main="Emp./theo. CDFs - insurance") legend("topleft", col=c("red", "green", "blue"), leg=dlist, lty=1:3, lwd=2, bty="n") par(mar=c(4,4,2,1)) cdfcomp(flist, do.points=FALSE, leg=dlist, xlogscale = TRUE, addlegend = FALSE, fitlwd=1.5, main="Emp./theo. CDFs - insurance") legend("topleft", col=c("red", "green", "blue"), leg=dlist, lty=1:3, lwd=2, bty="n") eccomp(flist, leg=dlist, do.points = FALSE, addlegend = FALSE, lwd=1.5) legend("topleft", col=c("red", "green", "blue"), leg=dlist, lty=1:3, lwd=2, bty="n") ppcomp(flist, leg=dlist, fitpch=".", addlegend = FALSE) legend("bottomright", fill=c("red", "green", "blue", "cyan", "purple"), leg=dlist) qqcomp(flist, leg=dlist, use.ppoints=TRUE)