I'm trying to figure out if there is a way in R to get the loglikelihood of a distribution fit to a set of data where the parameter values are fixed. For example, I want to simulate data from a given alternate lognormal distribution and then I will fit it to a lognormal distribution with null parameter values to see what the likelihood of the null distribution is given random data from the alternate distribution.
I have been using fitdistrplus for other purposes but I cannot use it to fix both parameter values. Here is an example of what I've been working with... nullmu<-1.66 #set null mu altmu<-1.58 #set alt mu sd.log<-0.25 #set common sigma cens.time<-6 #if simulated times are greater than this turn them into right censored times #simulating lognormal data (time) from altnative dist (sim<-rlnorm(n=samplesize, meanlog=altmu, sdlog=sd.log)) #if the time was > cens.time replace time with cens.time (sim[which(sim>cens.time)]<-cens.time) sim #create a variable indicating censoring (cens<-sim) cens[which(sim==cens.time)]<-NA cens #create the data frame to be passed to fitdistcens and fitdist (x<-data.frame(left=sim,right=cens)) #if there is censored data use fitdistcens else use fitdist ifelse(length(which(is.na(cens)))>0, simfit<-fitdistcens(censdata=x, distr="lnorm"), simfit<-fitdist(data=x[,1], distr="lnorm") ) #Now I can get the loglikelihood of the MLE fitted distribution simfit$loglik #I want to get the loglikelihood of the distribution with the null parameterization #This is what I can't get to work #I can't seem to find any function that allows me to set both parameter values #so I can get to loglikelihood of the of the parameterization given the data nulldist<-fitdistcens(censdata=x, distr="lnorm", start=list(meanlog=nullmu, sdlog=sd.log) #Then I want to do a likelihood ratio test between the two distributions pchisq((-2*simfit$loglik--2*nulldist$loglik), df=2, lower.tail=FALSE) [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.