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Fixes #424
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#' Calculate Akaike Information Criterion (AIC) for Beta Distribution | ||
#' | ||
#' This function calculates the Akaike Information Criterion (AIC) for a beta | ||
#' distribution fitted to the provided data. | ||
#' | ||
#' @family Utility | ||
#' @author Steven P. Sanderson II, MPH | ||
#' | ||
#' @description | ||
#' This function estimates the parameters of a beta distribution from the provided | ||
#' data using maximum likelihood estimation, and then calculates the AIC value | ||
#' based on the fitted distribution. | ||
#' | ||
#' @param .x A numeric vector containing the data to be fitted to a beta | ||
#' distribution. | ||
#' | ||
#' @details | ||
#' Initial parameter estimates: The choice of initial values can impact the | ||
#' convergence of the optimization. | ||
#' Optimization method: You might explore different optimization methods within | ||
#' optim for potentially better performance. | ||
#' Data transformation: Depending on your data, you may need to apply | ||
#' transformations (e.g., scaling to [0,1] interval) before fitting the beta | ||
#' distribution. | ||
#' Goodness-of-fit: While AIC is a useful metric for model comparison, it's | ||
#' recommended to also assess the goodness-of-fit of the chosen model using | ||
#' visualization and other statistical tests. | ||
#' | ||
#' @examples | ||
#' # Example 1: Calculate AIC for a sample dataset | ||
#' set.seed(123) | ||
#' x <- rbeta(30, 1, 1) | ||
#' util_beta_aic(x) | ||
#' | ||
#' @return | ||
#' The AIC value calculated based on the fitted beta distribution to the | ||
#' provided data. | ||
#' | ||
#' @name util_beta_aic | ||
NULL | ||
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#' @export | ||
#' @rdname util_beta_aic | ||
util_beta_aic <- function(.x) { | ||
# Tidyeval | ||
x <- as.numeric(.x) | ||
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# Scale data to [0, 1] if not already in that range | ||
if (any(x < 0) || any(x > 1)) { | ||
x <- (x - min(x)) / (max(x) - min(x)) | ||
} | ||
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# Get parameters | ||
pe <- TidyDensity::util_beta_param_estimate(x)$parameter_tbl |> | ||
subset(method == "EnvStats_MME") | ||
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# Negative log-likelihood function for beta distribution | ||
neg_log_lik_beta <- function(par, data) { | ||
shape1 <- par[1] | ||
shape2 <- par[2] | ||
ncp <- par[3] | ||
n <- length(data) | ||
-sum(dbeta(data, shape1, shape2, ncp, log = TRUE)) | ||
} | ||
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# Fit beta distribution using optim | ||
fit_beta <- optim( | ||
c(pe$shape1, pe$shape2, 0), | ||
neg_log_lik_beta, | ||
data = x | ||
) | ||
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# Extract log-likelihood and number of parameters | ||
logLik_beta <- -fit_beta$value | ||
k_beta <- 3 # Number of parameters for beta distribution (shape1, shape2, ncp) | ||
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# Calculate AIC | ||
AIC_beta <- 2 * k_beta - 2 * logLik_beta | ||
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# Return AIC | ||
return(AIC_beta) | ||
} |
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