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fitdistrplus

fitdistrplus is an R package that aims at helping the fit of univariate parametric distributions to censored or non-censored data.

Overview

fitdistrplus extends the fitdistr() function (of the MASS package) with several functions to help the fit of a parametric distribution to non-censored or censored data. Censored data may contain left censored, right censored and interval censored values, with several lower and upper bounds. In addition to maximum likelihood estimation (MLE), the package provides moment matching (MME), quantile matching (QME) and maximum goodness-of-fit estimation (MGE) methods (available only for non-censored data). Weighted versions of MLE, MME and QME are available.

Sources

install.package("fitdistrplus")
if (!requireNamespace("remotes", quietly = TRUE))
  install.packages("remotes")
remotes::install_github("aursiber/fitdistrplus"))

Documentation

You can find informations about fitdistrplus in the following documents :
- Fit parametric distributions on non-censored or censored data
- Frequently Asked Questions
- Which optimization algorithm to choose ?

Contact

To share your questions and issues with fitdistrplus developers and users, post them in the GitHub Issues field at https://github.com/aursiber/fitdistrplus/issues.

Regarding specific questions, you may contact directly the authors, Marie-Laure Delignette-Muller and Christophe Dutang, or the technical maintainer, Aurélie Siberchicot.

Citation

To cite fitdistrplus in publications, use :
Marie-Laure Delignette-Muller, Christophe Dutang (2015). fitdistrplus : An R Package for Fitting Distributions. Journal of Statistical Software, 64(4), 1-34. URL http://www.jstatsoft.org/v64/i04/.