[R] Fitting t-Student(mu, sigma, nu)

Sat Sep 6 19:49:34 CEST 2003

On 6 Sep 2003 at 16:06, Paul Divid wrote:

?fitdistr
will give you the answers. 

Something like:

> library(MASS)
> test <- rt(100, df=8)
> fitdistr( test, "t", df=30 )
       m            s     
  0.04966923   1.17588480 
 (0.12130013) (0.08745488)
> fitdistr( test, "t", df=8 )
       m            s     
  0.04895709   1.07989354 
 (0.11957624) (0.08891004)

If you want to estimate df too, see the help page. 

Kjetil Halvorsen

> Dear R users:
>  
> 1. Is there a function which fits to the data the t-student distribution 
> with parameters mu, sigma, nu.
>  
> Is the function fitdistr of MASS
> with the syntax fitdistr(x, "t")
> appropriate for this?
>  
>  
> 2. Is there a function which can fit the exponential power distribution?
>  
> Thanks.
>  
> 
> 
> 
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