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

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.

fitdistrplus allows to fit any probability distribution provided by the user and not restricted to base R distributions (see ?Distributions). We strongly encourage users to visit the CRAN task view on Distributions proposed by Dutang, Kiener & Swihart (2024).

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:

require("fitdistrplus")

Documentation

Four vignettes are attached to the fitdistrplus package. Two of them are for beginners

• Overview of the fitdistrplus package
• Frequently Asked Questions

The last two vignettes deal with advanced topics

• Which optimization algorithm to choose?
• Starting values used in fitdistrplus

Authors & Contacts

Please read the FAQ before contacting authors

• Marie-Laure Delignette-Muller: marielaure.delignettemuller<<@))vetagro-sup.fr
• Christophe Dutang: dutangc<<@))gmail.com
• Aurélie Siberchicot: aurelie.siberchicot<<@))univ-lyon1.fr

Issues can be reported on 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.