[R] Fitting distributions
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Wed Sep 5 07:57:59 CEST 2001
On Wed, 5 Sep 2001, Cowpertwait, Paul wrote:
> Are there any functions in R for fitting distributions? In particular, I
> would like to fit the weibull and extreme-value distributions when:
> i) the data are given and the maximum likelihood estimates are required;
See survreg in package survival. It's a trivial case (no regressors, no
survreg(y ~ 1, dist="weibull")
survreg(log(y) ~ 1, dist="Weibull")
since log-Weibulls are Gumbel.
Direct computation of the likelihood is easy: see the recent postings here,
or V&R's exercises (e.g 8.10).
> ii) the sample moments are available but the complete data record is not
> (so moment estimates are required).
I think you will need to program that yourself.
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
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help