[R] Goodness fit test HELP!

[Martin Maechler]

>>>>> "Amit" == Amit Kabiri <akabiri at 012.net.il>
>>>>>     on Sat, 03 Dec 2005 18:43:28 +0200 writes:

    Amit> If I have a Uniform distribution to check, How can I
    Amit> use visual fits? Can I also use in some way the
    Amit> qqnorm?

yes, in *some* way:

U <- runif(100)

plot(sort(U))                                     # is already sufficient visually

plot(ppoints(U), sort(U)) ; abline(1,1, lty = 3)  # is a bit nicer

    Amit> Thanks


    Amit> -----Original Message----- From:
    Amit> r-help-bounces at stat.math.ethz.ch
    Amit> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
    Amit> Elizabeth Lawson Sent: Friday, November 18, 2005 8:06
    Amit> PM To: David Zhao Cc: r-help at stat.math.ethz.ch
    Amit> Subject: Re: [R] Goodness fit test HELP!

    Amit> What about trying a qqplot to see how the distribution
    Amit> fits...
   
    Amit>   For the normal distribution thta is very stright
    Amit> forward, use qqnorm.
   
    Amit>   To test gamma distribtution (or any other) do some
    Amit> thing like this
   
    Amit>   n<-length(data) for(i in 1:n){ prob<-(i-1/3)/(n1/3)
    Amit> }
 
    Amit> quantiles<-qgamma(prob,shape=mean(data)/var(data),scale=var(data)/mean(data)
    Amit> }
   
    Amit>   qqplot(data,quantiles)
   
    Amit>   If the distribution is a good for, you should a
    Amit> stright line, like wiht a qqnorm plot!
   
    Amit>   Good luck!!
   
    Amit>   Elizbaeth Lawson

    Amit> David Zhao <wzhao6898 at gmail.com> wrote: Hi there,

    Amit> I'm a newbie, plesae bear with me.  I have a dataset
    Amit> with about 10000 ~ 30000 data points. Would like fit
    Amit> to both Gamma and Normal distribution to see which one
    Amit> fits better. How do I do this in R? Or I could do a
    Amit> normality test of the data, if it's normal, I then
    Amit> will do a normal fit, otherwise, a gamma fit. But
    Amit> again, I don't know how to do this either.  Please
    Amit> help!

    Amit> David

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