Package index • logcumulant

Diagnostic diagrams

Moment-ratio-style diagrams with bootstrap clouds and concentration ellipses.

log_cumulant_diagram(): Log-cumulant diagram
kurtosis_diagram(): Kurtosis-skewness diagram
cv_diagram(): Coefficient-of-variation diagram
three_diagrams(): Combined three-panel diagnostic figure
multi_lc_diagram(): Multi-dataset log-cumulant diagram
plot_lc(): Quick log-cumulant plot

Goodness-of-fit tests

The three nested T-squared statistics and the comparison interface.

T2_one(): Hotelling-type \(T^2\) statistic for one cumulant set
T2_all(): All three nested \(T^2\) statistics
T2_bootstrap(): Parametric bootstrap p-values for the \(T^2\) statistics
gof_analyze(): Full goodness-of-fit analysis for one distribution
gof_compare_all(): Compare all candidate distributions
ad_cvm_test(): Anderson-Darling and Cramer-von Mises tests
aic_value(): Akaike information criterion for a fitted family

Distribution building blocks

Densities, fitting, theoretical log-cumulants, Jacobians and information.

ldist() rdist() pdist(): Distribution dispatchers for the six reliability families
mle_fit(): Maximum-likelihood fit of a reliability distribution
theoretical_lc(): Theoretical log-cumulants
jacobian_J(): Analytic Jacobian of log-cumulants with respect to parameters
fisher_closed(): Closed-form Fisher information matrix

Simulation

size_study(): Empirical size (Type I error) study
power_study(): Empirical power study

Data

reliability_datasets: Nine reliability datasets used in the applications

Package

logcumulant logcumulant-package: logcumulant: Goodness-of-Fit Tests and Diagrams Based on Mellin Log-Cumulants