使用 fitdist 在 R 中拟合 Pearson Type III

Question

我已经为我的数据拟合了许多分布，但我在将 Pearson III 型分布拟合到数据时遇到了困难。我还使用 plotdist 函数来查找起始值或初始值，以便使用迭代方法拟合分布。The plots obtained from plotdist shows that the plot is a good fit to data at the given starting values 但是 fitdist 函数不起作用并给出错误代码 100。我还研究了有关拟合的堆栈溢出问题和答案的日志 Pearson Type III 分布并应用了代码，但是我在运行 fitdist 函数并再次获得错误代码 100 时再次遇到问题。数据可从以下链接下载。

Lheadway <- pvr$headway+0.0000001

m <- mean(Lheadway)
v <- var(Lheadway)
s <- sd(Lheadway)
g <- e1071::skewness(Lheadway, type=1)

n <- length(Lheadway)
g <- g*(sqrt(n*(n-1))/(n-2))*(1+8.5/n)


my.shape <- (2/g)^2
#my.scale <- sqrt(v)/sqrt(my.shape)*sign(g) # modified as recommended by Carl Schwarz
my.scale <- sqrt(v)/sqrt(my.shape)*sign(g)
my.location <- m-sqrt(v * my.shape)

my.param <- list(shape=my.shape, scale=my.scale, location=my.location)


dPIII<-function(x, shape, location, scale) PearsonDS::dpearsonIII(x, shape, location, scale, log=FALSE)
pPIII<-function(q, shape, location, scale) PearsonDS::ppearsonIII(q, shape, location, scale, lower.tail = TRUE, log.p = FALSE)
qPIII<-function(p, shape, location, scale) PearsonDS::qpearsonIII(p, shape, location, scale, lower.tail = TRUE, log.p = FALSE)

fitPIII <- fitdistrplus::fitdist(Lheadway, distr="PIII", method="mle", start=my.param)

plot(fitPIII)

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数据可在

Answer 1

该函数只需将方法从 mle 更改为 mse 或 mge 并从代码中删除 param 参数即可。