[R] Fitting distributions

[Jim Lindsey]

> 
> On Fri, 7 Sep 2001, kjetil halvorsen wrote:
> 
> > Hola!
> >
> > I think the original posters problem was to fit a weibull. this could be
> > done with:
> >
> > library(gnlm)
> > > x <- rweibull(100, 2, 3)
> > > y <- rep(1,100)
> >
> > > fit.dist(x,y,"Weibull")
> >
> > Weibull distribution,  n = 100
> >
> >      mean  variance alpha.hat    mu.hat
> >  2.438586  1.840581  1.890002  6.782797
> >
> > -log likelihood             AIC
> >       -296.4451       -294.4451
> >
> >            yi ni pi.hat    pi.tilde like.comp     resid
> > 1   1.8744688  1   0.01 0.300583890 -3.403142 -5.300156
> 
> >From the help page again:
> 
>   breaks: If TRUE, `y' contains breaks between categories instead of
>           mid-points.
> 
> so according the help page it is assuming grouped observations
> specified by midpoints.  That is not the same problem, as I did say.

Brian is correct.

> 
> Who knows if the help page is right?

Yes it is.

> 
> 
> > Kjetil Halvorsen
> >
> >
> > Prof Brian Ripley wrote:
> > >
> > > On Thu, 6 Sep 2001, kjetil halvorsen wrote:
> > >
> > > > Hola!
> > > >
> > > > I think some of this is avaliable as fit.dist in Jim Lindsays
> > > > package gnlm.

Actually, it is rather gnlr in the same library that will do much of
the proposed fitdist.
  Jim

> > >
> > > Not according to his help page:
> > >
> > > \name{fit.dist}
> > > \title{Fit Probability Distributions to Frequency Data}
> > >
> > > Not the same problem.
> > >
> > > --
> > > 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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> >
> 
> --
> 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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