一、矩估计、极大似然估计、拟合、对数正态分布
setwd("C:/Users/chang/Documents/SRM-PA/R简介/上课练习数据集")
healthexpend <- read.csv(file="HealthExpend.csv",header=T)
attach(healthexpend)
EXPENDOP<- healthexpend$EXPENDOP[EXPENDOP>0]
EXPENDOP
summary(EXPENDOP)
hist(EXPENDOP,freq=T,breaks=10,xlim=c(0,70000))
矩估计(公式求解)
n <- length(EXPENDOP)
m <- mean(EXPENDOP)
v <- var(EXPENDOP)*(n-1)/n
sigma1 <- (log(1+(v/(m^2))))^0.5
m1 <- log(m)-1/2*(sigma1^2)
m1;sigma1
Newtons <- function(fun,x,ep=1e-2,it_max=100000){
index <- 0;k <- 1
while(k<=it_max){
x1 <- x;obj <- fun(x)
x <- x-solve(obj$J,obj$f)
times <- sqrt((x-x1)%*%(x-x1))
if(times < ep){
index <- 1;break
}
k <- k+1
}
obj <- fun(x)
list(root=x,it=