77 lines
1.6 KiB
Plaintext
77 lines
1.6 KiB
Plaintext
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R version 2.12.0 Under development (unstable) (2010-05-21 r52065)
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Copyright (C) 2010 The R Foundation for Statistical Computing
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ISBN 3-900051-07-0
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Platform: x86_64-unknown-linux-gnu (64-bit)
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R is free software and comes with ABSOLUTELY NO WARRANTY.
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You are welcome to redistribute it under certain conditions.
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Type 'license()' or 'licence()' for distribution details.
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R is a collaborative project with many contributors.
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Type 'contributors()' for more information and
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'citation()' on how to cite R or R packages in publications.
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Type 'demo()' for some demos, 'help()' for on-line help, or
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'help.start()' for an HTML browser interface to help.
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Type 'q()' to quit R.
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> ## a quick check on vcov for fitdistr (from 7.3-6/7)
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>
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> library(MASS)
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>
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> options(digits=4)
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> set.seed(1)
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> x <- rnorm(100)
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> fit <- fitdistr(x, "normal")
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> fit
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mean sd
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0.10889 0.89370
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(0.08937) (0.06319)
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> vcov(fit)
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mean sd
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mean 0.007987 0.000000
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sd 0.000000 0.003993
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>
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> x <- rlnorm(100)
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> fit <- fitdistr(x, "lognormal")
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> fit
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meanlog sdlog
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-0.03781 0.95308
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( 0.09531) ( 0.06739)
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> vcov(fit)
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meanlog sdlog
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meanlog 0.009084 0.000000
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sdlog 0.000000 0.004542
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>
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> x <- rpois(100, 4.5)
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> fit <- fitdistr(x, "poisson")
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> fit
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lambda
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4.5400
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(0.2131)
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> vcov(fit)
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lambda
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lambda 0.0454
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>
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> x <- rexp(100, 13)
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> fit <- fitdistr(x, "exponential")
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> fit
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rate
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15.224
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( 1.522)
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> vcov(fit)
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rate
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rate 2.318
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>
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> x <- rgeom(100, 0.25)
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> fit <- fitdistr(x, "geometric")
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> fit
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prob
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0.22831
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(0.02006)
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> vcov(fit)
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prob
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prob 0.0004022
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>
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