[R] find parameters for a gamma distribution

[Brett Melbourne]

Actually, that should be:
library(MASS)
?fitdistr

> You want:
> library(MASS)
> ?fitdist
>
> cheers
> Brett
>
> Brett Melbourne, Postdoctoral Fellow
> Biological Invasions IGERT www.cpb.ucdavis.edu/bioinv
> Center for Population Biology
> University of California Davis CA 95616
>
>
> ----- Original Message ----- 
> From: "Andrew Collier" <colliera at ukzn.ac.za>
> To: <r-help at stat.math.ethz.ch>
> Sent: Wednesday, January 05, 2005 11:58 AM
> Subject: [R] find parameters for a gamma distribution
>
>
>> hello,
>>
>> i have just started exploring R as an alternative to matlab for data 
>> analysis. so
>> +far everything is _very_ promising. i have a question though regarding 
>> parameter
>> +estimation. i have some data which, from a histogram plot, appears to 
>> arise from
>> +a gamma distribution. i gather that you can fit the data to the 
>> distribution
>> +using glm(). i am just not quite sure how this is done in practice... so 
>> here is
>> +a simple example with artificial data:
>>
>> d <- rgamma(100000, 20, scale = 2)
>> h <- hist(d, breaks = c(seq(10, 80, 2), 100))
>>
>> H <- data.frame(x = h$mids, y = h$density)
>>
>> g <- glm(y ~ x, data = H, family = Gamma)
>> summary(g)
>>
>> Call:
>> glm(formula = y ~ x, family = Gamma, data = H)
>>
>> Deviance Residuals:
>>    Min       1Q   Median       3Q      Max
>> -3.8654  -2.0887  -0.7685   0.7147   1.4508
>>
>> Coefficients:
>>            Estimate Std. Error t value Pr(>|t|)
>> (Intercept)  30.4758    26.7258   1.140    0.262
>> x             1.0394     0.6825   1.523    0.137
>>
>> (Dispersion parameter for Gamma family taken to be 1.343021)
>>
>>    Null deviance: 119.51  on 35  degrees of freedom
>> Residual deviance: 116.28  on 34  degrees of freedom
>> AIC: -260.49
>>
>> Number of Fisher Scoring iterations: 7
>>
>> now i suppose that the estimates parameters are:
>>
>>        shape = 30.4758
>>        scale = 1.0394
>>
>> am i interpreting the output correctly? and, if so, why are these 
>> estimates so
>> +poor? i would, perhaps naively, expected the parameters from an 
>> artificial
>> +sample like this to be pretty good.
>>
>> my apologies if i am doing something stupid here but my statistics 
>> capabilties
>> +are rather limited!
>>
>> best regards,
>> andrew collier.
>> -- 
>> Andrew B. Collier
>>
>> Antarctic Research Fellow                                   tel: +27 31 
>> 2601157
>> Space Physics Research Institute                            fax: +27 31 
>> 2616550
>> University of KwaZulu-Natal, Durban, 4041, South Africa
>>
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>