The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

CRAN_Release_Badge CRAN Downloads R-CMD-check License: GPL v3


Please note! Since January 2024, this repository has belonged to the lbbe-software organization. To avoid confusion, we strongly recommend updating any existing local clones to point to the new repository URL. You can do this by using git remote on the command line:

git remote set-url origin git@github.com:lbbe-software/fitdistrplus.git

or

git remote set-url origin https://github.com/lbbe-software/fitdistrplus.git


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.

fitdistrplus allows to fit any probability distribution provided by the user and not restricted to base R distributions (see ?Distributions). We strongly encourage users to visit the CRAN task view on Distributions proposed by Dutang, Kiener & Swihart (2024).

The package

The stable version of fitdistrplus can be installed from CRAN using:

install.packages("fitdistrplus")

The development version of fitdistrplus can be installed from GitHub (remotes needed):

if (!requireNamespace("remotes", quietly = TRUE))
   install.packages("remotes")
   
remotes::install_github("lbbe-software/fitdistrplus")

Finally load the package in your current R session with the following R command:

library(fitdistrplus)

Documentation

Four vignettes are attached to the fitdistrplus package. Two of them are for beginners

The last two vignettes deal with advanced topics

Authors & Contacts

Please read the FAQ before contacting authors

Issues can be reported on fitdistrplus-issues.

Citation

If you use fitdistrplus, you should cite:
Marie Laure Delignette-Muller, Christophe Dutang (2015). fitdistrplus: An R Package for Fitting Distributions. Journal of Statistical Software. https://www.jstatsoft.org/article/view/v064i04 DOI 10.18637/jss.v064.i04.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.