[R] Which distribution best fits the data?

[Ben Bolker]

Jenny Barnes <jmb <at> mssl.ucl.ac.uk> writes:

> 
> Dear R-help community,
> 
> Does anybody know of a stats function in R that tells you which 
> distribution best fits your data? I have tried look through the archives 
> but have only found functions that tell you if it's normal or log etc. 
> specifically - I am looking for a function that tells you (given a 
> timeseries) what the distribution is.
> 
> Any help/advice will be greatly appreciated,
> 
> All the best,
> 
> Jenny Barnes
> 
> jmb <at> mssl.ucl.ac.uk

   The problem is that it's not generally a good
idea to data-dredge in this way. Your best bet is
to think about the characteristics of the
data (discrete or continuous, non-negative or real,
symmetric or skewed) and try to narrow it down to
a few distributions -- then you can use fitdistr()
(from the MASS package) or something similar
to compare among them.

  If you say a little bit more about what
you're trying to do with the data you might
get some more specific advice.

  Ben Bolker