[R] parameter estimation

[Prof Brian D Ripley]

On Wed, 17 May 2000, Vittorio Addona wrote:

> Hello, my question is the following: from a data set (assuming the data
> has a parametric form, gamma, say) how can I estimate the parameters of
> the data's density.  That is,
> for the gamma, say, how can I estimate alpha and beta using R?  Thank
> you.

Maximize the likelihood directly. There are worked examples in the
Venables & Ripley on-line exercises and answers.  Now for the gamma
there are some shortcuts, as the MLE of the mean is the sample mean, and
gamma.shape.glm in package MASS will fit the shape parameter by MLE.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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