NEW FEATURES
- a website bringing together all the resources related to the fitdistrplus package now exists on github.io at the following URL: https://lbbe-software.github.io/fitdistrplus/
- add a logo for the package thanks to Appsilon.
BUG FIXES
mgedist()
may suffer a numerical issue for Anderson-Darling GoF metrics. All GoF metrics now take care of numerical issue, such aslog(0)
or1/0
, and are properly scaled by the sample sized to avoid large sample size issues. Thanks for Ethan Chapman for reporting the bug.mledist()
now takes care of numerical issue, such aslog(0)
.- the default starting value for the gamma distribution was wrongly computed for the rate parameter. Thanks for Wendy Martin for reporting the bug.
mledist()
,mmedist()
,qmedist()
may suffer a scaling issue and the objective function is properly scaled by the sample sized to avoid large sample size issues.
NEW FEATURES
- the
fitdistrplus
git repo now belongs to thelbbe-software
organization - modify or add a initial value for all univariate distributions provided in
actuar
. - create a new vignette regarding default initial values.
- add of generic functions
AIC()
andBIC()
forfitdist
andfitdistcens
objects. - make
gofstat()
work withfitdistcens()
objects (giving only AIC and BIC values). - add calculation of the hessian using
optimHess()
withinfitdist()
when it is not given byoptim()
. - compute the asymptotic covariance matrix with MME : Now the theoretical moments
m<dist>
should be defined up to an order which equals to twice the maximal order givenorder
. - add a new argument
calcvcov()
in order to (dis)able the computation of covariance matrix for any method. - graphics function
*comp()
now return a list of drawn points and/or lines whenplotstyle == "graphics"
. - add a
density()
function forbootdist(cens)()
objects. - add DOIs in man pages.
BUG FIXES
- when a
scale
parameter was fixed, thestartarg
function also set arate
parameter. this leads to an error when calling the density. - add further sanity check in
plotdistcens()
: the following codeplotdistcens(data.frame(right=smokedfish$right, left=smokedfish$left))
raised an error vianpsurv()
, thanks to R. Pouillot. - bug fixed in using
breaks
inplotdist()
. - solve the extremely long time taking by
lines()
indescdist()
. - add defensive programming for input data (check
NA
,NaN
,Inf
values). - correct links in man pages and URL for DOI.
- remove the use of
plot.np
in vignettes.
NEW FEATURES
- add a
print
argument in thedescdist()
function to allow to only plot the skewness-kurtosis graph, without printing the computed parameters.
BUG FIX
- the use of some deprecated
ggplot2
functions is updated. - the use of some deprecated BibTeX entries is updated.
- bug fixed in drawing CI lines in
CIcdfcplot()
whenggplot2
is called. - bug fixed in drawing horizontal lines in
cdfcompcens()
.
WARNING FIX
- update an URL in fitdistrplus.Rd from \href{https://doi.org/10.18637/jss.v064.i04}{} to \doi{doi.org/10.18637/jss.v064.i04}
- replace
if(class(x) == XX)
byif(inherits(x, XX))
- replace all
dontrun
tags bydonttest
in examples in rd files
BUG FIX
- fix an error in
t-detectbound.R
producing "failure: length > 1 in coercion to logical" reported by Brian Ripley
NEW FEATURES
- new function
Surv2fitdistcens()
to format data for use infitdistcens()
from a format used in the survival package - new dataset
fremale
in order to illustrateSurv2fitdistcens()
- support the use of ggplot2 for
CIcdfplot()
- add the taxon names to the
endosulfan
dataset - new argument name.points in
cdfcomp()
andCIcdfplot()
to add labels next to points
WARNING FIX
- reduce testing times in test files.
NEW FEATURE
- take into account
fix.arg
for uniform distribution.
BUG FIXES
- add the loglikelihood value for uniform distribution (in
mledist()
), - correct usage of triple dots argument in
llsurface()
, - fix an error in
ppcomp()
andqqcomp()
raised for large dataset.
NEW FEATURES
- add of internal functions to cope with problems of lack of maintenance of the package
npsurv
and remove the dependence to this package. - remove of the deprecated argument Turnbull of
plotdistcens()
.
NEW FEATURES
- add a new estimation method called maximum spacing estimation via
msedist()
.
BUG FIXES
- fix issues coming from the noLD (--disable-long-double) configuration of R.
BUG FIXES
- bug fixed in
qmedist()
andfitdistcens()
which raised an error incheckparamlist()
. - bug fixed in
testdpqfun()
which assumes the first argument of d,p,q,r functions are exactly the same as in base R.
NEW FEATURES
- update the FAQ with beta(a,a).
- improve graphics for discrete distributions in
denscomp()
. - improve automatic naming of legends in
xxxcomp()
. - harmonize outputs in
mledist()
,qmedist()
,mmedist()
,mgedist()
,fitdist()
andfitdistcens()
. - automatic test of d, p, q functions in
fitdist()
and raise warnings. - improve test for starting and fixed values.
- add new default starting values for distributions in actuar.
- change of the default CDF plot for censored data, using the Wang NPMLE algorithm provided in the package npsurv (in
plotdistcens()
andcdfcompcens()
) - add of two new goodness-of-fit plots (QQ-plot and PP-plot) for censored data (cf.
plotdistcens
,qqcompcens
andppcompcens
). - add of a part dedicated to censored datain the FAQ vignette.
- homogeneization of
xlim
andylim
default definition inplotdistcens
. - Removing of the name of the first argument in calls to dpq functions in order to make the package compatible with distributions defined with a non classical name for their first argument (resp. x, q, p for d, p, q functions).
- add the possibility to change the title of the CDF plot in
plotdistcens()
using the argument main. - support the use of
ggplot2
forcdfcompcens()
,qqcompcens()
,ppcompcens()
.
BUG FIXES
- bug fixed concerning the use of gofstat with a chi squared
df <=0
(error message blocking the other functions) - bug fix in
mledist()
when bounds were set (so not NULL) for censored MLE. - enable a correct use of non-equidistant breaks in
denscomp()
for the histogram. whenplotstyle = "ggplot"
, and prohibit the use of non-equidistant breaks withprobability = FALSE
(adding a stop in this case).
- update the FAQ with linear inequality constraints.
NEW FEATURES
- support the use of ggplot2 for
cdfcomp()
,denscomp()
,qqcomp()
,ppcomp()
.
BUG FIXES
- correct legend for
qqcomp()
andppomp()
on large data. - correct weights in
mmedist()
. - correct the name Akaike in
gofstat()
. - correct the use of trueval in
plot.bootdist()
. - correct the vignette on truncate (inflated) distributions.
NEW FEATURES
- keep the JSS vignette as a pdf.
- start the FAQ vignette and add datasets (?dataFAQ) for it.
- provide likelihood plot/surface/curve:
llplot()
,llcurve()
,llsurface()
. - provide parallelization of bootstrap in bootdist and bootdistcens.
- provide graphic of (e)cdf with bootstraped confidence interval/area:
CIcdfplot()
. - allow the use of
constrOptim()
inmledist()
,mmedist()
,mgedist()
,qmedist()
functions. - add a possible pre-fitting procedure: prefit.
BUG FIXES
- add
invisible()
for all graphical functions. - bug fixed concerning the use of weights on censored data.
BUG FIXES
- automatic definition of starting values for distributions
llogis
andinvweibull
is now working.
NEW FEATURES
- update starting/fixing values in
mledist()
,mmedist()
,mgedist()
,qmedist()
functions. - update graphics for bootstrap procedure.
- add argument do.points in
cdfcomp()
. - add argument weights in
mledist()
,qmedist()
,mmedist()
,fitdist()
,fitdistcens()
. - add argument keepdata in
fitdist()
,fitdistcens()
. - suppress warnings/errors in
fitdist(cens)()
,bootdist(cens)()
.
BUG FIXES
- defensive programming in
plotdist()
,cdfcomp()
,... - simplify plotting curves in
cdfcomp()
where seq(xmin, xmax, by=1) was used.
- release for the JSS publication.
NEW FEATURES
- new generic functions for fitdist(cens):
loglik()
,vcov()
andcoef()
. - vignette updated to the version of a paper accepted by the Journal of Statistical Software.
- add of an argument discrete in fitdist in order to be able to take into account non classical discrete distributions while plotting the fit with plot.fitdist or cdfcomp and while calculating goodness-of-fit statistics with gofstat (add of an example : fit of a zero inflate Poisson distribution).
- add of an S3 class for
descdist()
and a print method.
BUG FIXES
- fitdist can handle non invertible Hessian matrices.
NEW FEATURES
- plotdist can plot empirical density as an histogram, a density plot or both superimposed.
- a strong warning was added to the documentation of function descdist about the problematic high variance of skewness and kurtosis.
BUG FIXES
- bug fixed in
bootdistcens()
: argument fix.arg is now correctly passed to mle.
NEW FEATURES
gofstat
can handle multiplefitdist()
objects.plotdist
for discrete data is slightly enhanced.
NEW FEATURES
- update cdfcomp and add denscomp, ppcomp and qqcomp functions.
- add of an argument Turnbull.confint to functions plotdistcens and cdfcompcens in order to draw confidence intervals on the empirical distribution only if requested.
- ppoints now used in
fitdist
for QQ plot, PP plot and cdf plot for continuous data (was used only for QQ plot in previous versions) to enable Blom type plotting position (using by default Hazen plotting position than can be chanfge using arguments use.ppoints and a.ppoints) - many changes in the examples given in the reference manual.
- the vignette was removed, to be transformed in a paper that we will soon submit to a journal.
- add of four data sets :
fluazinam
,salinity
,danishuni
anddanishmulti
. - add of functions to calculate quantiles of the fitted distribution, with 95 percent CI calculated by bootstrap :
quantile generic function is available both for
fitdist()
andbootdist()
objects and quantile generic function is available both forfitdistcens()
andbootdistcens()
objects.
BUG FIXES
- correction the formula for the CvM test for Weibull distribution.
- elimination of CvM and AD tests for normal, lognormal and logistic distributions : formulas previously used (given by Stephens 1986) do not use exactly MLE estimates and thus results were only approximates.
- make arguments xlim and ylim functional in
cdfcompcens()
. - bug fix in the closed formula in
mmedist()
for lognormal distributions.
NEW FEATURES
- posibility to fix xlegend to a keyword (e.g.
bottomright
) incdfcomp()
andcdfcompdens()
. - improvement of the new vignette.
BUG FIXES
- correction of the NAMESPACE file in order to enable the correct print of a summary of a
fitdistcens
object (with the correlation matrix, the loglikelihood and AIC and BIC statistics).
NEW FEATURES
- a new function (
cdfcompcens()
) to plot cumulative distributions corresponding to various fits using a same censored data set. - add an example with scaling problem in man pages.
NEW FEATURES
- new plot of the empirical cdf curve in
plotdistcens()
, using the Turnbull algorithm by a call to function survfit{survival}. - new arguments to function
cdfcomp()
: verticals, horizontals and xlim.
NEW FEATURES
- add of a draft of a new version of the vignette.
NEW FEATURES
- a new function (
cdfcomp()
) to plot cumulative distributions corresponding to various fits using a same non censored data set. - add of two data sets :
endosulfan
andtoxocara
.
BUG FIXES
- elimination of NON-ASCII characters in the vignette.
NEW FEATURES
- a new fitting method was implemented for continuous distributions : the maximum goodness-of-fit
estimation (function
mgedist()
) (for the moment only available for non censored data).
NEW FEATURES
- a new goodness-of-fit statistic was added in
gofstat()
, with corresponding test : the Cramer-von Mises distance. - a new fitting method has been implemented : the quantile matching estimation (function
qmedist()
). For the moment, only available for non censored data. - the moment matching estimation has been extended (in function
mmedist()
) to enable numerical matching when closed formula are not available.
BUG FIXES
- correction of a bug inserted while adding the argument
fix.arg
which prevent the print of the results of goodness-of-fit tests.
NEW FEATURES
- a component named dots added to the list returned by
fitdist()
andfitdistcens()
in order to pass optional arguments for the control of optimization inmledist()
tobootdist()
andbootdistcens()
.bootdist()
andbootdistcens()
changed to take into account these optional arguments if they are defined in the call tofitdist()
orfitdistcens()
. - an argument added to
fitdist()
,fitdistcens()
andmledist()
, namedfix.arg
, and giving the possibility to fix some of the distribution parameters while maximizing the likelihood. Functions bootdist, bootdistcens and gofstat were also changed in order to take this new argument into account. - a new data file of bacterial contamination censored data extracted from Busschaert et al. 2000 and examples corresponding to analysis of this dataset.
BUG FIXES
- correction of a bug in the print and the plot of bootstraped samples using
bootdist()
orbootdistcens()
when there was only one parameter estimated by maximum likelihood.
NEW FEATURES
- new data file
groundbeef
(groundbeef.rda and groundbeef.Rd) and new use of this dataset in some examples. - new function
gofstat()
. Goodness-of-fit statistics are no more computed by fitdist but may computed and printed by the use of the function gofstat. In this new function, the whole results computed are not printed : results of tests are printed only if the argument print.test==TRUE and for continuous distributions only Anderson-Darling and Kolomogorov-Smirnov statistics are printed by default (but complete results are returned by gofstat). - modifications in
descdist()
: three arguments were added in descdist 1/ method, to choose between unbiased estimations of standard deviation, skewness and kurtosis (default choice) and sample values. 2/ obs.col to choose the color used to plot the observed point on the graph. 3/ boot.col to choose the color used to plot the bootstrap sample of points on the graph. - modifications in
plotfit()
: minor changes were performed in order to facilitate the use of the argument ... to personnalize the plots (see examples in plotdist.Rd) - modication of the vignette
BUG FIXES
- correction of a bug in
plotdist()
due to the redefinition in the previous version of the parameter"ylim"
for the plot of a histogram with theoretical density function (there was a problem with infinite values of theoretical density function).
NEW FEATURES
- deletion of mledistcens and modification of mledist in order to maximize likelihood for both censored and non censored data.
- possibility to choose the optimization method used for maximum
likelihood estimation (MLE) of distribution parameters using the new
argument
"optim.method"
ofmledist()
. - possibility to specify contraints on distribution parameters using
the new arguments
"lower"
and"upper"
ofmledist()
. - possibility to use a custom optimization function for MLE using the
new argument
"custom.optim"
. - moment matching estimation is no longer done with argument method
set to
"mom"
but set to"mme"
infitdist()
. - renaming of
momdist
inmmedist()
. - calculation of AIC and BIC criterion after maximum likelihood estimation of distribution parameters
- change of the default number of iterations from 999 to 1001 for bootstrap in order to avoid interpolation using the quantile function
- use of the argument
"log"
and (resp."log.p"
) of density (resp. distribution) when available to compute the loglikelihood.
BUG FIXES
- omitting the name of the first argument in calls to the density function
during maximization of the likelihood in order to enable the use of a density
function defined with a first parameter (the vector of quantiles) with a name
differing from "x" (classical name for density distributions defined in R),
such as the density function
dexGAUS
from the package gamlss.dist.
- Initial release.