[R] parameter estimation

Jim Lindsey jlindsey at alpha.luc.ac.be
Wed May 17 17:30:36 CEST 2000


> 
> Hello, my question is the following: from a data set (assuming the data
> has a parametric form, gamma, say) how can I estimate the parameters of
> the data's density.  That is,
> for the gamma, say, how can I estimate alpha and beta using R?  Thank
> you.

The gnlr and gnlr3 functions in my gnlm library at
www.luc.ac.be/~jlindsey/rcode.html
will do this for a wide selection of distributions.
  Jim
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