fitlm_exp — fitlm_exp • anyFit

Fits the two-parameter Exponential distribution to an xts series by the method of L-moments. If bound is supplied, the location is fixed to that value and the scale is derived from the second L-moment; otherwise both parameters are obtained from pelexp. Zero values below zero_threshold may be excluded via ignore_zeros. Goodness-of-fit is assessed via GOF_tests, and theoretical L-moments are computed from the fitted parameters for comparison with the sample.

Usage

fitlm_exp(x, bound = NULL, ignore_zeros = FALSE, zero_threshold = 0.01)

Arguments

x: An xts object containing the time series data.
bound: Numeric or NULL. Optional fixed lower bound (location). Default NULL.
ignore_zeros: Logical. If TRUE, values below zero_threshold are excluded. Default FALSE.
zero_threshold: Numeric. Threshold below which values are treated as zero. Default 0.01.

Value

A list with elements Distribution, Param (named list of fitted parameters), TheorLMom (theoretical L-moments), DataLMom (sample L-moments), and GoF (goodness-of-fit metrics).

Examples

x <- xts::xts(rexp(365, location = 0, scale = 10), order.by = as.Date("2020-01-01") + 0:364)
fit <- fitlm_exp(x)
fit$Param
#> $location
#> [1] 0.1021415
#> 
#> $scale
#> [1] 9.977176
#>