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AdequacyModel: An R package for probability distributions and general purpose optimization

机译:AdequacyModel:用于概率分布和通用优化的R包

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摘要

Several lifetime distributions have played an important role to fit survival data. However, for some of these models, the computation of maximum likelihood estimators is quite difficult due to presence of flat regions in the search space, among other factors. Several well-known derivative-based optimization tools are unsuitable for obtaining such estimates. To circumvent this problem, we introduce the AdequacyModel computational library version 2.0.0 for the R statistical environment with two major contributions: a general optimization technique based on the Particle Swarm Optimization (PSO) method (with a minor modification of the original algorithm) and a set of statistical measures for assessment of the adequacy of the fitted model. This library is very useful for researchers in probability and statistics and has been cited in various papers in these areas. It serves as the basis for the Newdistns library (version 2.1) published in an impact journal in the area of computational statistics, see . It is also the basis of the Wrapped library (version 2.0), see . A third package making use of the AdequacyModel library can be found in . In addition, the proposed library has proved to be very useful for maximizing log-likelihood functions with complex search regions. The library provides a greater control of the optimization process by introducing a stop criterion based on a minimum number of iterations and the variance of a given proportion of optimal values. We emphasize that the new library can be used not only in statistics but in physics and mathematics as proved in several examples throughout the paper.
机译:几种生命周期分布在拟合生存数据方面发挥了重要作用。但是,对于这些模型中的某些模型,由于搜索空间中存在平坦区域以及其他因素,因此最大似然估计器的计算非常困难。几种众所周知的基于导数的优化工具不适合获得此类估计。为了解决这个问题,我们为R统计环境引入了 AdequacyModel 计算库版本2.0.0,它有两个主要贡献:一种基于粒子群优化(PSO)方法的通用优化技术(略有改进)原始算法的修改)和一套用于评估拟合模型是否充分的统计方法。该库对于概率和统计研究人员非常有用,并已在这些领域的各种论文中被引用。它是在计算统计领域的影响期刊上发布的 Newdistns 库(版本2.1)的基础,请参见。它也是 Wrapped 库(2.0版)的基础,请参见。可以在中找到使用 AdequacyModel 库的第三个软件包。另外,事实证明,所提出的库对于最大化具有复杂搜索区域的对数似然函数非常有用。该库通过引入基于最小迭代次数和给定比例的最优值的方差的停止准则,提供了对优化过程的更大控制。我们强调指出,新的库不仅可以用于统计数据,而且可以用于物理和数学,正如整篇文章中的几个示例所证明的那样。

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