{"title":"MPS:一个R软件包,用于建模移位的分布族","authors":"Mahdi Teimouri, Saralees Nadarajah","doi":"10.1111/anzs.12359","DOIUrl":null,"url":null,"abstract":"<div>\n \n <p>Generalised statistical distributions have been widely used over the last decades for modelling phenomena in different fields. The generalisations have been made to produce distributions with more flexibility and lead to more accurate modelling in practice. Statistical analysis of the generalised distributions requires new statistical packages. The <span>Newdistns</span> package due to Nadarajah and Rocha provides <span>R</span> routines with functionality to compute probability density function (PDF), cumulative distribution function (CDF), quantile function, random numbers and parameter estimates of 19 families of distributions with applications in survival analysis. Here, we introduce an <span>R</span> package, called <span>MPS</span>, for computing PDF, CDF, quantile function, random numbers, Q–Q plots and parameter estimates for 24 shifted new families of distributions. By considering an extra location parameter, each family will be defined on the whole real line and so covers a broader range of applicability. We adopt the well-known maximum product spacing approach to estimate parameters of the families because under some situations the maximum likelihood (ML) estimators fail to exist. We demonstrate <span>MPS</span> by analysing two well-known real data sets. For the first data set, the ML estimators break down, but <span>MPS</span> works well. For the second set, adding a location parameter results in a reasonable model while the absence of the location parameter makes the model quite inappropriate. The <span>MPS</span> is available from CRAN at https://cran.r-project.org/package=MPS.</p>\n </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"64 1","pages":"86-108"},"PeriodicalIF":0.8000,"publicationDate":"2022-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"MPS: An R package for modelling shifted families of distributions\",\"authors\":\"Mahdi Teimouri, Saralees Nadarajah\",\"doi\":\"10.1111/anzs.12359\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div>\\n \\n <p>Generalised statistical distributions have been widely used over the last decades for modelling phenomena in different fields. The generalisations have been made to produce distributions with more flexibility and lead to more accurate modelling in practice. Statistical analysis of the generalised distributions requires new statistical packages. The <span>Newdistns</span> package due to Nadarajah and Rocha provides <span>R</span> routines with functionality to compute probability density function (PDF), cumulative distribution function (CDF), quantile function, random numbers and parameter estimates of 19 families of distributions with applications in survival analysis. Here, we introduce an <span>R</span> package, called <span>MPS</span>, for computing PDF, CDF, quantile function, random numbers, Q–Q plots and parameter estimates for 24 shifted new families of distributions. By considering an extra location parameter, each family will be defined on the whole real line and so covers a broader range of applicability. We adopt the well-known maximum product spacing approach to estimate parameters of the families because under some situations the maximum likelihood (ML) estimators fail to exist. We demonstrate <span>MPS</span> by analysing two well-known real data sets. For the first data set, the ML estimators break down, but <span>MPS</span> works well. For the second set, adding a location parameter results in a reasonable model while the absence of the location parameter makes the model quite inappropriate. The <span>MPS</span> is available from CRAN at https://cran.r-project.org/package=MPS.</p>\\n </div>\",\"PeriodicalId\":55428,\"journal\":{\"name\":\"Australian & New Zealand Journal of Statistics\",\"volume\":\"64 1\",\"pages\":\"86-108\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2022-04-14\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Australian & New Zealand Journal of Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1111/anzs.12359\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Australian & New Zealand Journal of Statistics","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/anzs.12359","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
MPS: An R package for modelling shifted families of distributions
Generalised statistical distributions have been widely used over the last decades for modelling phenomena in different fields. The generalisations have been made to produce distributions with more flexibility and lead to more accurate modelling in practice. Statistical analysis of the generalised distributions requires new statistical packages. The Newdistns package due to Nadarajah and Rocha provides R routines with functionality to compute probability density function (PDF), cumulative distribution function (CDF), quantile function, random numbers and parameter estimates of 19 families of distributions with applications in survival analysis. Here, we introduce an R package, called MPS, for computing PDF, CDF, quantile function, random numbers, Q–Q plots and parameter estimates for 24 shifted new families of distributions. By considering an extra location parameter, each family will be defined on the whole real line and so covers a broader range of applicability. We adopt the well-known maximum product spacing approach to estimate parameters of the families because under some situations the maximum likelihood (ML) estimators fail to exist. We demonstrate MPS by analysing two well-known real data sets. For the first data set, the ML estimators break down, but MPS works well. For the second set, adding a location parameter results in a reasonable model while the absence of the location parameter makes the model quite inappropriate. The MPS is available from CRAN at https://cran.r-project.org/package=MPS.
期刊介绍:
The Australian & New Zealand Journal of Statistics is an international journal managed jointly by the Statistical Society of Australia and the New Zealand Statistical Association. Its purpose is to report significant and novel contributions in statistics, ranging across articles on statistical theory, methodology, applications and computing. The journal has a particular focus on statistical techniques that can be readily applied to real-world problems, and on application papers with an Australasian emphasis. Outstanding articles submitted to the journal may be selected as Discussion Papers, to be read at a meeting of either the Statistical Society of Australia or the New Zealand Statistical Association.
The main body of the journal is divided into three sections.
The Theory and Methods Section publishes papers containing original contributions to the theory and methodology of statistics, econometrics and probability, and seeks papers motivated by a real problem and which demonstrate the proposed theory or methodology in that situation. There is a strong preference for papers motivated by, and illustrated with, real data.
The Applications Section publishes papers demonstrating applications of statistical techniques to problems faced by users of statistics in the sciences, government and industry. A particular focus is the application of newly developed statistical methodology to real data and the demonstration of better use of established statistical methodology in an area of application. It seeks to aid teachers of statistics by placing statistical methods in context.
The Statistical Computing Section publishes papers containing new algorithms, code snippets, or software descriptions (for open source software only) which enhance the field through the application of computing. Preference is given to papers featuring publically available code and/or data, and to those motivated by statistical methods for practical problems.