[R] estimate inverse gaussian in R

[David Scott]

Jorge Ivan Velez wrote:
> Hi Tim,
> 
> Take a look at
> http://bm2.genes.nig.ac.jp/RGM2/R_current/library/fBasics/man/dist-nigFit.html
> 
> HTH,
> Jorge'
> 

i don't think this is what the OP wanted. The nig is the normal inverse 
Gaussian distribution, which is a special case of the generalized 
inverse Gaussian distribution. Its support is the real line and it has 4 
parameters. The inverse Gaussian is a special case of the generalized 
inverse Gaussian. It has support the positive half line and 2 parameters.

David Scott


> On Sun, Dec 6, 2009 at 12:48 PM, noclue_ <> wrote:
> 
>> I have a one-variable data set in R.
>>
>> The plot of histogram of my numerical variable suggests an inverse
>> gaussian distribution.
>>
>> How can I obtain best estimation for the two parameters of inverse
>> gaussian based on my data?
>>
>> Thanks.
>> --
>> View this message in context:
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>> Sent from the R help mailing list archive at Nabble.com.
>>
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> 
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> 
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-- 
_________________________________________________________________
David Scott	Department of Statistics
		The University of Auckland, PB 92019
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Director of Consulting, Department of Statistics