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power law distribution; making new distributions

2 messages · rcran.10.escoffier@antichef.net, Spencer Graves

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hi

i have data which i think is coming from a power law
distribution P(X > a) = c/a^k and i would like to find
the exponent and constant. i would like it to use my
experimental data to find c and k.  

also, if i would like to create a new distribution, is
it easy to add to R, if so, how is that done?

thanks
-gong
	
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You've cited one form of the Pareto distribution 
(http://mathworld.wolfram.com/ParetoDistribution.html).  A slightly 
different form is available in Jim Lindsey's package "rmutil".  This is 
not available CRAN, but can be assessed by "www.r-project.org" -> search 
-> "R site search" -> "Jim Lindsey's packages". 

      Regarding adding a new distribution to R, you can follow this 
example from Lindsey or the skewed t distribution in package "skewt".  
See the documentation on "Writing R Extensions".  I don't know the 
protocol for contributing something to CRAN. 

      hope this helps. 
      spencer graves
rcran.10.escoffier at antichef.net wrote: