Create pb-infinite-NaN-gof-metrics.R

share/pb-infinite-NaN-gof-metrics.R

@@ -0,0 +1,106 @@
+
+mygof <- function(gof, echo=FALSE)
+{
+  if (gof == "CvM")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      1/(12*n) + sum( ( theop - (2 * 1:n - 1)/(2 * n) )^2 )
+    }
+  }else if (gof == "KS")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam) 
+    {
+      n <- length(obs)
+      s <- sort(obs)
+      obspu <- seq(1,n)/n
+      obspl <- seq(0,n-1)/n
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      max(pmax(abs(theop-obspu),abs(theop-obspl)))
+    }
+  }else if (gof == "AD")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      if(echo)
+        print(cbind(2 * 1:n - 1, s, theop, 1-rev(theop), log(theop) + log(1 - rev(theop)), (2 * 1:n - 1) * (log(theop) + log(1 - rev(theop))) ),
+              digit=22)
+      - n - mean( (2 * 1:n - 1) * (log(theop) + log(1 - rev(theop))) ) 
+    }
+  }else if (gof == "ADR")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      if(echo)
+        print(cbind(2 * 1:n - 1, s, 1-rev(theop), log(1 - rev(theop)), (2 * 1:n - 1) * log(1 - rev(theop)) ))
+      n/2 - 2 * sum(theop) - mean ( (2 * 1:n - 1) * log(1 - rev(theop)) )
+    }
+  }else if (gof == "ADL")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      -3*n/2 + 2 * sum(theop) - mean ( (2 * 1:n - 1) * log(theop) )
+    }
+  }else if (gof == "AD2R")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      2 * sum(log(1 - theop)) + mean ( (2 * 1:n - 1) / (1 - rev(theop)) )
+    }
+  }else if (gof == "AD2L")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      2 * sum(log(theop)) + mean ( (2 * 1:n - 1) / theop )
+    }
+  }else if (gof == "AD2")
+  {
+    fnobj <- function(par, fix.arg, obs, pdistnam)
+    { 
+      n <- length(obs)
+      s <- sort(obs)
+      theop <- do.call(pdistnam,c(list(s),as.list(par),as.list(fix.arg)))
+      if(echo)
+        print(cbind(theop, log(theop), log(1-theop), log(theop) + log(1 - theop), ((2 * 1:n - 1) / (1 - rev(theop)))))
+      2 * sum(log(theop) + log(1 - theop) ) + 
+        mean ( ((2 * 1:n - 1) / theop) + ((2 * 1:n - 1) / (1 - rev(theop))) )
+    }
+  }else
+    fnobj <- NULL
+
+  fnobj
+}
+
+pdistnam <- pweibull
+x <- c(rep(1, 13), 10)
+par <- fitdistrplus:::startarg_transgamma_family(x, "weibull")
+fix.arg <- NULL
+
+eps <- sqrt(.Machine$double.eps)
+
+mygof("AD", TRUE)(par, fix.arg, x, pdistnam)
+mygof("ADR", TRUE)(par, fix.arg, x, pdistnam)
+mygof("AD2", TRUE)(par, fix.arg, x, pdistnam)
+
+
+optim(par, function(theta) mygof("AD2", FALSE)(theta, fix.arg, x, pdistnam), control=list(trace=1, REPORT=1))
+
+abs(mygof("AD")(as.list(unlist(par)+eps), fix.arg, x, pdistnam) - mygof("AD")(par, fix.arg, x, pdistnam))/eps