[R] Gamma Distribution - is there any problem with "pgamma"?

Amelia Marsh amelia_marsh08 at yahoo.com
Wed Mar 11 20:00:27 CET 2015


Dear Sir,

Thanks a lot for your help and guidance.

Regards

Amelia


--`------------------------------------------
On Wed, 11/3/15, Ben Bolker <bbolker at gmail.com> wrote:

 Subject: Re: [R] Gamma Distribution - is there any problem with "pgamma"?
 To: r-help at stat.math.ethz.ch
 Date: Wednesday, 11 March, 2015, 11:54 AM
 
 Amelia Marsh <amelia_marsh08
 <at> yahoo.com> writes:
 
 > 
 > Dear R forum
 > 
 > I have following data
 > 
 > amounts =
 c(928906.144,156091.0576,433798.3404,993425.7224,
 >  
 369967.2612,2528872.35,1226093.655,
 >
 1145446.149,1809624.453,599329.0394,2200955.213,2583318.064,
 >
 745625.8069,961828.8828,1744841.313,1939390.005,1077873.654,
 >
 729924.2713,803584.2636,287020.8529,530910.9004,818574.0089,
 > 1908133.51,262336.0893,593808.2542,780258.1354)
  
 > # Estimating Gamma distribution parameters
 > 
 > shape_gamma       
     <-       
     (mean(amounts)/sd(amounts))^2 
 > 
 > scale_gamma      <-   
        
 (sd(amounts)^2/mean(amounts))
 >
 
  The default parameterization of the Gamma distribution in R
 
 uses a rate parameter, not a scale parameter.  You can
 override this:
  
 Fx <-    pgamma(amounts, shape_gamma,
 scale=scale_gamma)
 
 or
 
 Fx <-    pgamma(amounts, shape_gamma,
 rate=1/scale_gamma)
 
 One place you can find a description of the
 parameterizations
 in R is 
 
 http://journal.r-project.org/archive/2013-1/lebauer-dietze-bolker.pdf
 
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