Monthly Distribution Fitting

Fits a list of candidate distributions to each calendar month of a time series via the L-moments method. The series is partitioned by month, and fitlm_multi is applied to each monthly subset independently. Parameter estimates for each candidate are aggregated into monthly tables, and the six goodness-of-fit metrics (MLE, CM, KS, MSEquant, DiffOfMax, MeanDiffOf10Max) are collected into per-candidate matrices with months as rows. Twelve-panel Q-Q and P-P diagnostic grids are assembled with patchwork::wrap_plots, using the nrow and ncol arguments to control the layout. Months absent from the data are filled with empty ggplot panels so that the grid always has twelve cells. The returned list provides the monthly parameter tables, GoF matrices, and the combined Q-Q and P-P panel plots.

Usage

fitlm_monthly(
  ts,
  candidates,
  ignore_zeros = FALSE,
  zero_threshold = 0.01,
  nrow = 4,
  ncol = 3,
  order = NULL
)

Arguments

ts

An xts object containing the time series data.

candidates

A character vector of distribution names to fit.

ignore_zeros

A logical value, if TRUE zeros will be ignored. Default is FALSE.

zero_threshold

The threshold below which values are considered zero. Default is 0.01.

nrow

Number of rows for the diagnostic plot grid. Default is 4.

ncol

Number of columns for the diagnostic plot grid. Default is 3.

order

Optional named list mapping a candidate name to the vector of L-moment orders matched by its optimiser, e.g. list(gengamma = 1:5, expweibull = 1:3). Only the numerically-fitted distributions accept it; passed through to fitlm_multi. Default NULL.

Value

A list with components params_monthly (a list of data frames, one per candidate, with columns for each month), GoF_monthly (a list of transposed matrices, one per candidate, with months as rows and GoF metrics as columns), monthly_QQplot, and monthly_PPplot (twelve-panel diagnostic grids).

Examples

# Two years of daily precipitation-like data
x <- xts::xts(rgamma(730, shape = 0.8, scale = 3),
         order.by = seq.Date(as.Date("2020-01-01"), by = "day", length.out = 730))
x[sample(1:730, 200)] <- 0

candidates <- c('exp', 'gamma3')
monthly_fits <- fitlm_monthly(x, candidates = candidates, ignore_zeros = TRUE)
monthly_fits$monthly_QQplot