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Help to Fit of a Parametric Distribution to Non-Censored or Censored Data

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Please note! Since January 2024, this repository has belonged to the lbbe-software organization. To avoid confusion, we strongly recommend updating any existing local clones to point to the new repository URL. You can do this by using git remote on the command line:

git remote set-url origin git@github.com:lbbe-software/fitdistrplus.git

or

git remote set-url origin https://github.com/lbbe-software/fitdistrplus.git

fitdistrplus extends the fitdistr() function (of the MASS package) with several functions to help the fit of a parametric distribution to non-censored or censored data. Censored data may contain left censored, right censored and interval censored values, with several lower and upper bounds. In addition to maximum likelihood estimation (MLE), the package provides moment matching (MME), quantile matching (QME) and maximum goodness-of-fit estimation (MGE) methods (available only for non-censored data). Weighted versions of MLE, MME and QME are available.

The package

The stable version of fitdistrplus can be installed from CRAN using:

install.packages("fitdistrplus")

The development version of fitdistrplus can be installed from GitHub (remotes needed):

if (!requireNamespace("remotes", quietly = TRUE))
   install.packages("remotes")
   
remotes::install_github("lbbe-software/fitdistrplus")

Finally load the package in your current R session with the following R command:

Documentation

Four vignettes are attached to the fitdistrplus package:

Authors & Contacts

Issues can be reported on https://github.com/lbbe-software/fitdistrplus/issues.

Citation

If you use fitdistrplus, you should cite:
Marie Laure Delignette-Muller, Christophe Dutang (2015). fitdistrplus: An R Package for Fitting Distributions. Journal of Statistical Software. https://www.jstatsoft.org/article/view/v064i04 DOI 10.18637/jss.v064.i04.