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Fixes #429
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#' Calculate Akaike Information Criterion (AIC) for Log-Normal Distribution | ||
#' | ||
#' This function calculates the Akaike Information Criterion (AIC) for a log-normal distribution fitted to the provided data. | ||
#' | ||
#' @family Utility | ||
#' @author Steven P. Sanderson II, MPH | ||
#' | ||
#' @description | ||
#' This function estimates the meanlog and sdlog parameters of a log-normal | ||
#' 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 a log-normal distribution. | ||
#' | ||
#' @details | ||
#' This function fits a log-normal distribution to the provided data using maximum | ||
#' likelihood estimation. It estimates the meanlog and sdlog parameters | ||
#' of the log-normal distribution using maximum likelihood estimation. Then, it | ||
#' calculates the AIC value based on the fitted distribution. | ||
#' | ||
#' Initial parameter estimates: The function uses the method of moments estimates | ||
#' as starting points for the meanlog and sdlog parameters of the log-normal | ||
#' distribution. | ||
#' | ||
#' 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 <- rlnorm(100, meanlog = 0, sdlog = 1) | ||
#' util_lognormal_aic(x) | ||
#' | ||
#' @return | ||
#' The AIC value calculated based on the fitted log-normal distribution to the provided data. | ||
#' | ||
#' @name util_lognormal_aic | ||
#' | ||
#' @export | ||
#' @rdname util_lognormal_aic | ||
util_lognormal_aic <- function(.x) { | ||
# Tidyeval | ||
x <- as.numeric(.x) | ||
|
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# Negative log-likelihood function for log-normal distribution | ||
neg_log_lik_lognormal <- function(par, data) { | ||
meanlog <- par[1] | ||
sdlog <- par[2] | ||
n <- length(data) | ||
-sum(dlnorm(data, meanlog = meanlog, sdlog = sdlog, log = TRUE)) | ||
} | ||
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# Get initial parameter estimates: method of moments | ||
m1 <- mean(log(x)) | ||
m2 <- mean(log(x)^2) | ||
meanlog_est <- m1 | ||
sdlog_est <- sqrt(m2 - m1^2) | ||
|
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# Fit log-normal distribution using optim | ||
fit_lognormal <- optim( | ||
c(meanlog_est, sdlog_est), | ||
neg_log_lik_lognormal, | ||
data = x | ||
) | ||
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# Extract log-likelihood and number of parameters | ||
logLik_lognormal <- -fit_lognormal$value | ||
k_lognormal <- 2 # Number of parameters for log-normal distribution (meanlog and sdlog) | ||
|
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# Calculate AIC | ||
AIC_lognormal <- 2 * k_lognormal - 2 * logLik_lognormal | ||
|
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# Return AIC | ||
return(AIC_lognormal) | ||
} |
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