MPS:一个R软件包,用于建模移位的分布族

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Australian & New Zealand Journal of Statistics Pub Date : 2022-04-14 DOI:10.1111/anzs.12359
Mahdi Teimouri, Saralees Nadarajah
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引用次数: 2

摘要

在过去的几十年里,广义统计分布被广泛用于不同领域的现象建模。泛化是为了产生更灵活的分布,并在实践中导致更准确的建模。广义分布的统计分析需要新的统计软件包。Nadarajah和Rocha开发的Newdistns包为R例程提供了计算概率密度函数(PDF)、累积分布函数(CDF)、分位数函数、随机数和19个分布族参数估计的功能,并应用于生存分析。在这里,我们介绍了一个R包,称为MPS,用于计算PDF, CDF,分位数函数,随机数,Q-Q图和24移位的新分布族的参数估计。通过考虑额外的位置参数,每个族将在整个实线上定义,因此涵盖了更广泛的适用性。由于在某些情况下最大似然(ML)估计器不存在,我们采用众所周知的最大积间距方法来估计族的参数。我们通过分析两个众所周知的真实数据集来证明MPS。对于第一个数据集,ML估计器失效了,但MPS工作得很好。对于第二组,增加了位置参数得到了一个合理的模型,而没有位置参数则使模型非常不合适。MPS可从CRAN获取,网址为https://cran.r-project.org/package=MPS。
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MPS: An R package for modelling shifted families of distributions

Generalised statistical distributions have been widely used over the last decades for modelling phenomena in different fields. The generalisations have been made to produce distributions with more flexibility and lead to more accurate modelling in practice. Statistical analysis of the generalised distributions requires new statistical packages. The Newdistns package due to Nadarajah and Rocha provides R routines with functionality to compute probability density function (PDF), cumulative distribution function (CDF), quantile function, random numbers and parameter estimates of 19 families of distributions with applications in survival analysis. Here, we introduce an R package, called MPS, for computing PDF, CDF, quantile function, random numbers, Q–Q plots and parameter estimates for 24 shifted new families of distributions. By considering an extra location parameter, each family will be defined on the whole real line and so covers a broader range of applicability. We adopt the well-known maximum product spacing approach to estimate parameters of the families because under some situations the maximum likelihood (ML) estimators fail to exist. We demonstrate MPS by analysing two well-known real data sets. For the first data set, the ML estimators break down, but MPS works well. For the second set, adding a location parameter results in a reasonable model while the absence of the location parameter makes the model quite inappropriate. The MPS is available from CRAN at https://cran.r-project.org/package=MPS.

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来源期刊
Australian & New Zealand Journal of Statistics
Australian & New Zealand Journal of Statistics 数学-统计学与概率论
CiteScore
1.30
自引率
9.10%
发文量
31
审稿时长
>12 weeks
期刊介绍: The Australian & New Zealand Journal of Statistics is an international journal managed jointly by the Statistical Society of Australia and the New Zealand Statistical Association. Its purpose is to report significant and novel contributions in statistics, ranging across articles on statistical theory, methodology, applications and computing. The journal has a particular focus on statistical techniques that can be readily applied to real-world problems, and on application papers with an Australasian emphasis. Outstanding articles submitted to the journal may be selected as Discussion Papers, to be read at a meeting of either the Statistical Society of Australia or the New Zealand Statistical Association. The main body of the journal is divided into three sections. The Theory and Methods Section publishes papers containing original contributions to the theory and methodology of statistics, econometrics and probability, and seeks papers motivated by a real problem and which demonstrate the proposed theory or methodology in that situation. There is a strong preference for papers motivated by, and illustrated with, real data. The Applications Section publishes papers demonstrating applications of statistical techniques to problems faced by users of statistics in the sciences, government and industry. A particular focus is the application of newly developed statistical methodology to real data and the demonstration of better use of established statistical methodology in an area of application. It seeks to aid teachers of statistics by placing statistical methods in context. The Statistical Computing Section publishes papers containing new algorithms, code snippets, or software descriptions (for open source software only) which enhance the field through the application of computing. Preference is given to papers featuring publically available code and/or data, and to those motivated by statistical methods for practical problems.
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