2025-01-12 04:36:52 +08:00

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R

## a quick check on vcov for fitdistr (from 7.3-6/7)
library(MASS)
options(digits=4)
set.seed(1)
x <- rnorm(100)
fit <- fitdistr(x, "normal")
fit
vcov(fit)
x <- rlnorm(100)
fit <- fitdistr(x, "lognormal")
fit
vcov(fit)
x <- rpois(100, 4.5)
fit <- fitdistr(x, "poisson")
fit
vcov(fit)
x <- rexp(100, 13)
fit <- fitdistr(x, "exponential")
fit
vcov(fit)
x <- rgeom(100, 0.25)
fit <- fitdistr(x, "geometric")
fit
vcov(fit)