-
Notifications
You must be signed in to change notification settings - Fork 1
Commit
Fixes #432
- Loading branch information
There are no files selected for viewing
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,78 @@ | ||
#' Calculate Akaike Information Criterion (AIC) for Weibull Distribution | ||
#' | ||
#' This function calculates the Akaike Information Criterion (AIC) for a Weibull | ||
#' distribution fitted to the provided data. | ||
#' | ||
#' @family Utility | ||
#' @author Steven P. Sanderson II, MPH | ||
#' | ||
#' @description | ||
#' This function estimates the shape and scale parameters of a Weibull 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 Weibull distribution. | ||
#' | ||
#' @details | ||
#' This function fits a Weibull distribution to the provided data using maximum | ||
#' likelihood estimation. It estimates the shape and scale parameters | ||
#' of the Weibull 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 shape and scale parameters of the Weibull | ||
#' 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 <- rweibull(100, shape = 2, scale = 1) | ||
#' util_weibull_aic(x) | ||
#' | ||
#' @return | ||
#' The AIC value calculated based on the fitted Weibull distribution to the provided data. | ||
#' | ||
#' @name util_weibull_aic | ||
#' | ||
#' @export | ||
#' @rdname util_weibull_aic | ||
util_weibull_aic <- function(.x) { | ||
# Tidyeval | ||
x <- as.numeric(.x) | ||
|
||
# Negative log-likelihood function for Weibull distribution | ||
neg_log_lik_weibull <- function(par, data) { | ||
shape <- par[1] | ||
scale <- par[2] | ||
n <- length(data) | ||
-sum(dweibull(data, shape = shape, scale = scale, log = TRUE)) | ||
} | ||
|
||
# Get initial parameter estimates: method of moments | ||
pe <- TidyDensity::util_weibull_param_estimate(x)$parameter_tbl | ||
|
||
# Fit Weibull distribution using optim | ||
fit_weibull <- optim( | ||
c(pe$shape, pe$scale), | ||
neg_log_lik_weibull, | ||
data = x | ||
) | ||
|
||
# Extract log-likelihood and number of parameters | ||
logLik_weibull <- -fit_weibull$value | ||
k_weibull <- 2 # Number of parameters for Weibull distribution (shape and scale) | ||
|
||
# Calculate AIC | ||
AIC_weibull <- 2 * k_weibull - 2 * logLik_weibull | ||
|
||
# Return AIC | ||
return(AIC_weibull) | ||
} |
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.
Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.