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% Generated by roxygen2 (4.1.1): do not edit by hand
% Please edit documentation in R/fit.R
\name{fit_power_law}
\alias{fit_power_law}
\alias{power.law.fit}
\title{Fitting a power-law distribution function to discrete data}
\usage{
fit_power_law(x, xmin = NULL, start = 2, force.continuous = FALSE,
implementation = c("plfit", "R.mle"), ...)
}
\arguments{
\item{x}{The data to fit, a numeric vector. For implementation
\sQuote{\code{R.mle}} the data must be integer values. For the
\sQuote{\code{plfit}} implementation non-integer values might be present and
then a continuous power-law distribution is fitted.}
\item{xmin}{Numeric scalar, or \code{NULL}. The lower bound for fitting the
power-law. If \code{NULL}, the smallest value in \code{x} will be used for
the \sQuote{\code{R.mle}} implementation, and its value will be
automatically determined for the \sQuote{\code{plfit}} implementation. This
argument makes it possible to fit only the tail of the distribution.}
\item{start}{Numeric scalar. The initial value of the exponent for the
minimizing function, for the \sQuote{\code{R.mle}} implementation. Ususally
it is safe to leave this untouched.}
\item{force.continuous}{Logical scalar. Whether to force a continuous
distribution for the \sQuote{\code{plfit}} implementation, even if the
sample vector contains integer values only (by chance). If this argument is
false, igraph will assume a continuous distribution if at least one sample
is non-integer and assume a discrete distribution otherwise.}
\item{implementation}{Character scalar. Which implementation to use. See
details below.}
\item{\dots}{Additional arguments, passed to the maximum likelihood
optimizing function, \code{\link[stats4]{mle}}, if the \sQuote{\code{R.mle}}
implementation is chosen. It is ignored by the \sQuote{\code{plfit}}
implementation.}
}
\value{
Depends on the \code{implementation} argument. If it is
\sQuote{\code{R.mle}}, then an object with class \sQuote{\code{mle}}. It can
be used to calculate confidence intervals and log-likelihood. See
\code{\link[stats4]{mle-class}} for details.
If \code{implementation} is \sQuote{\code{plfit}}, then the result is a
named list with entries: \item{continuous}{Logical scalar, whether the
fitted power-law distribution was continuous or discrete.}
\item{alpha}{Numeric scalar, the exponent of the fitted power-law
distribution.} \item{xmin}{Numeric scalar, the minimum value from which the
power-law distribution was fitted. In other words, only the values larger
than \code{xmin} were used from the input vector.} \item{logLik}{Numeric
scalar, the log-likelihood of the fitted parameters.} \item{KS.stat}{Numeric
scalar, the test statistic of a Kolmogorov-Smirnov test that compares the
fitted distribution with the input vector. Smaller scores denote better
fit.} \item{KS.p}{Numeric scalar, the p-value of the Kolmogorov-Smirnov
test. Small p-values (less than 0.05) indicate that the test rejected the
hypothesis that the original data could have been drawn from the fitted
power-law distribution.}
}
\description{
\code{fit_power_law} fits a power-law distribution to a data set.
}
\details{
This function fits a power-law distribution to a vector containing samples
from a distribution (that is assumed to follow a power-law of course). In a
power-law distribution, it is generally assumed that \eqn{P(X=x)} is
proportional to \eqn{x^{-alpha}}{x^-alpha}, where \eqn{x} is a positive
number and \eqn{\alpha}{alpha} is greater than 1. In many real-world cases,
the power-law behaviour kicks in only above a threshold value
\eqn{x_{min}}{xmin}. The goal of this function is to determine
\eqn{\alpha}{alpha} if \eqn{x_{min}}{xmin} is given, or to determine
\eqn{x_{min}}{xmin} and the corresponding value of \eqn{\alpha}{alpha}.
\code{fit_power_law} provides two maximum likelihood implementations. If
the \code{implementation} argument is \sQuote{\code{R.mle}}, then the BFGS
optimization (see \link[stats4]{mle}) algorithm is applied. The additional
arguments are passed to the mle function, so it is possible to change the
optimization method and/or its parameters. This implementation can
\emph{not} to fit the \eqn{x_{min}}{xmin} argument, so use the
\sQuote{\code{plfit}} implementation if you want to do that.
The \sQuote{\code{plfit}} implementation also uses the maximum likelihood
principle to determine \eqn{\alpha}{alpha} for a given \eqn{x_{min}}{xmin};
When \eqn{x_{min}}{xmin} is not given in advance, the algorithm will attempt
to find itsoptimal value for which the \eqn{p}-value of a Kolmogorov-Smirnov
test between the fitted distribution and the original sample is the largest.
The function uses the method of Clauset, Shalizi and Newman to calculate the
parameters of the fitted distribution. See references below for the details.
}
\examples{
# This should approximately yield the correct exponent 3
g <- barabasi.game(1000) # increase this number to have a better estimate
d <- degree(g, mode="in")
fit1 <- fit_power_law(d+1, 10)
fit2 <- fit_power_law(d+1, 10, implementation="R.mle")
fit1$alpha
stats4::coef(fit2)
fit1$logLik
stats4::logLik(fit2)
}
\author{
Tamas Nepusz \email{ntamas@gmail.com} and Gabor Csardi
\email{csardi.gabor@gmail.com}
}
\references{
Power laws, Pareto distributions and Zipf's law, M. E. J.
Newman, \emph{Contemporary Physics}, 46, 323-351, 2005.
Aaron Clauset, Cosma R .Shalizi and Mark E.J. Newman: Power-law
distributions in empirical data. SIAM Review 51(4):661-703, 2009.
}
\seealso{
\code{\link[stats4]{mle}}
}
\keyword{graphs}
|
