[R] Which distribution best fits the data?

Jenny Barnes jmb at mssl.ucl.ac.uk
Mon Jun 30 13:53:41 CEST 2008

Hi Ben and R-help communtiy,

More specifics:

I am using sea-surface temperature (averaged over an area) and also winds 
(averaged over an area) to use in a linear regression model as predictors 
for rainfall over a small region of Africa. So I have 1 time series of 
sea-temp and one timeseries of rainfall (over 36 years - seasonal average) 
and I have performed the linear regression between the 2. I now want to 
check if the residuals are normally distributed. If they are not I want an 
R function that will tell me what distribution they are most similar to - 
so that I can apply a suitable transformation to make the data normal.....

Any more tips now that you have a few more details perhaps? :o)

Thanks for your time,


On Mon, 30 Jun 2008, Ben Bolker wrote:

> 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
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