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strand
2010 Oct 03
1
Johnson Distribution Fit
Hi,
I am trying to fit a Johnson SB distribution using fitdist function in
fitdistrplus Library. I have defined the Johnson SB distribution from (
http://www.ntrand.com/johnson-sb-distribution/) . But it gives me the
follwing errors. Any help would be appreciated
#xi = xi
#lambda =l
#delta =d
#gamma = g
djohn = function(x,xi,l,d,g)
(d/(l*sqrt(2*pi)*((x-xi)/l)*(1-((x-xi)/l))))*exp[-0.5*(g +
d*log(((x-xi)/l)/(1-((x-xi)/l))))^2]
pjohn = function(x,xi,l,d,g)...
2012 Jan 20
0
fit Johnson Sb with fitdist(method="mme")
...e "mme" method giving:
#xi = xi
#lambda =l
#delta =d
#gamma = g
data1 <- rlnorm(10000,-2.79,0.598) ## the parameters have been estimated
for a 2-parms lognormal dist.
djohn <- function(x,xi,l,d,g) { ## probability density function of
Johnson SB distribution (source:
http://www.ntrand.com/johnson-sb-distribution/)
(d/(l*sqrt(2*pi)*((x-xi)/l)*(1-((x-xi)/l))))*exp(-0.5*(g +
d*log(((x-xi)/l)/(1-((x-xi)/l))))^2)
}
pjohn <- function(x,xi,l,d,g) {
pnorm(g + d*log(((x-xi)/l)/(1-((x-xi)/l))))
}
qjohn <- function(p,xi,l,d,g) {
qnorm(xi + (l*exp((qnorm(p) - g)/d))/(1...