--- title: "Getting started with logcumulant" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Getting started with logcumulant} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set(collapse = TRUE, comment = "#>", fig.width = 7, fig.height = 5, dpi = 96) ``` ```{r setup} library(logcumulant) data(reliability_datasets) ``` ## Why log-cumulants? For positive-support data the Mellin transform plays the role that the Fourier or Laplace transform plays on the whole line. Differentiating the Mellin characteristic function at its central point yields the **log-cumulants** \(\kappa_1, \kappa_2, \ldots\): the cumulants of \(\log X\). These quantities are natural shape descriptors for reliability distributions and behave well under the multiplicative structure typical of lifetime data. The package turns these descriptors into (i) diagnostic **diagrams** and (ii) formal **goodness-of-fit tests**. ## A first analysis We use the classic ball-bearing fatigue-life dataset bundled with the package. ```{r} bb <- reliability_datasets$BallBearing length(bb) summary(bb) ``` The quickest entry point is `plot_lc()`, which draws the log-cumulant diagram with a bootstrap cloud of the sample estimate: ```{r} plot_lc(bb, B = 200) ``` The sample point sits near the Weibull and Gamma loci, suggesting a light-tailed model. ## Comparing candidate models `gof_compare_all()` fits all six families and reports the three \(T^2\) statistics, the Anderson--Darling and Cramer--von Mises tests, and the AIC. The parametric bootstrap is recommended for the p-values: ```{r} gof_compare_all(bb, use_bootstrap = TRUE, B = 199, seed = 1) ``` ## Where to go next - `vignette("diagrams")` explains the three diagnostic diagrams. - `vignette("gof-tests")` covers the tests and why the bootstrap is needed. - `vignette("simulation")` reproduces the size and power studies.