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Fixes #426
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#' Calculate Akaike Information Criterion (AIC) for Exponential Distribution | ||
#' | ||
#' This function calculates the Akaike Information Criterion (AIC) for an exponential distribution fitted to the provided data. | ||
#' | ||
#' @family Utility | ||
#' @author Steven P. Sanderson II, MPH | ||
#' | ||
#' @description | ||
#' This function estimates the rate parameter of an exponential distribution from the provided data using maximum likelihood estimation, | ||
#' and then calculates the AIC value based on the fitted distribution. | ||
#' | ||
#' @param .x A numeric vector containing the data to be fitted to an exponential distribution. | ||
#' | ||
#' @details | ||
#' This function fits an exponential distribution to the provided data using maximum likelihood estimation. It estimates the rate parameter | ||
#' of the exponential distribution using maximum likelihood estimation. Then, it calculates the AIC value based on the fitted distribution. | ||
#' | ||
#' Initial parameter estimates: The function uses the reciprocal of the mean of the data as the initial estimate for the rate parameter. | ||
#' | ||
#' Optimization method: The function uses the optim function for optimization. You might explore different optimization methods within | ||
#' optim for potentially better performance. | ||
#' | ||
#' Goodness-of-fit: While AIC is a useful metric for model comparison, it's recommended to also assess the goodness-of-fit of the chosen | ||
#' model using visualization and other statistical tests. | ||
#' | ||
#' @examples | ||
#' # Example 1: Calculate AIC for a sample dataset | ||
#' set.seed(123) | ||
#' x <- rexp(30) | ||
#' util_exponential_aic(x) | ||
#' | ||
#' @return | ||
#' The AIC value calculated based on the fitted exponential distribution to the provided data. | ||
#' | ||
#' @name util_exponential_aic | ||
NULL | ||
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#' @export | ||
#' @rdname util_exponential_aic | ||
util_exponential_aic <- function(.x) { | ||
# Tidyeval | ||
x <- as.numeric(.x) | ||
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# Negative log-likelihood function for exponential distribution | ||
neg_log_lik_exponential <- function(par, data) { | ||
rate <- par[1] | ||
n <- length(data) | ||
-sum(dexp(data, rate = rate, log = TRUE)) | ||
} | ||
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# Get initial parameter estimate: reciprocal of the mean of the data | ||
pe <- TidyDensity::util_exponential_param_estimate(x)$parameter_tbl | ||
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# Fit exponential distribution using optim | ||
fit_exponential <- optim( | ||
pe$rate, | ||
neg_log_lik_exponential, | ||
data = x, | ||
method = "Brent", | ||
lower = 0.0001, | ||
upper = 1000 | ||
) | ||
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# Extract log-likelihood and number of parameters | ||
logLik_exponential <- -fit_exponential$value | ||
k_exponential <- 1 # Number of parameters for exponential distribution (rate) | ||
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# Calculate AIC | ||
AIC_exponential <- 2 * k_exponential - 2 * logLik_exponential | ||
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# Return AIC | ||
return(AIC_exponential) | ||
} |
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