[R] Fitting distributions

[Prof Brian Ripley]

On Fri, 7 Sep 2001, kjetil halvorsen wrote:

> Hola!
>
> I think the original posters problem was to fit a weibull. this could be
> done with:
>
> library(gnlm)
> > x <- rweibull(100, 2, 3)
> > y <- rep(1,100)
>
> > fit.dist(x,y,"Weibull")
>
> Weibull distribution,  n = 100
>
>      mean  variance alpha.hat    mu.hat
>  2.438586  1.840581  1.890002  6.782797
>
> -log likelihood             AIC
>       -296.4451       -294.4451
>
>            yi ni pi.hat    pi.tilde like.comp     resid
> 1   1.8744688  1   0.01 0.300583890 -3.403142 -5.300156

>From the help page again:

  breaks: If TRUE, `y' contains breaks between categories instead of
          mid-points.

so according the help page it is assuming grouped observations
specified by midpoints.  That is not the same problem, as I did say.

Who knows if the help page is right?


> Kjetil Halvorsen
>
>
> Prof Brian Ripley wrote:
> >
> > On Thu, 6 Sep 2001, kjetil halvorsen wrote:
> >
> > > Hola!
> > >
> > > I think some of this is avaliable as fit.dist in Jim Lindsays
> > > package gnlm.
> >
> > Not according to his help page:
> >
> > \name{fit.dist}
> > \title{Fit Probability Distributions to Frequency Data}
> >
> > Not the same problem.
> >
> > --
> > 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
> >
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-- 
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

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