Fitting distributions
On Wed, 5 Sep 2001, Cowpertwait, Paul wrote:
Are there any functions in R for fitting distributions? In particular, I would like to fit the weibull and extreme-value distributions when: i) the data are given and the maximum likelihood estimates are required;
See survreg in package survival. It's a trivial case (no regressors, no censoring). survreg(y ~ 1, dist="weibull") survreg(log(y) ~ 1, dist="Weibull") since log-Weibulls are Gumbel. Direct computation of the likelihood is easy: see the recent postings here, or V&R's exercises (e.g 8.10).
ii) the sample moments are available but the complete data record is not (so moment estimates are required).
I think you will need to program that yourself.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._