[R] find parameters for a gamma distribution

[Brett Melbourne]

You want:
library(MASS)
?fitdist

cheers
Brett

Brett Melbourne, Postdoctoral Fellow
Biological Invasions IGERT www.cpb.ucdavis.edu/bioinv
Center for Population Biology
University of California Davis CA 95616


----- Original Message ----- 
From: "Andrew Collier" <colliera at ukzn.ac.za>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, January 05, 2005 11:58 AM
Subject: [R] find parameters for a gamma distribution


> hello,
>
> i have just started exploring R as an alternative to matlab for data 
> analysis. so
> +far everything is _very_ promising. i have a question though regarding 
> parameter
> +estimation. i have some data which, from a histogram plot, appears to 
> arise from
> +a gamma distribution. i gather that you can fit the data to the 
> distribution
> +using glm(). i am just not quite sure how this is done in practice... so 
> here is
> +a simple example with artificial data:
>
> d <- rgamma(100000, 20, scale = 2)
> h <- hist(d, breaks = c(seq(10, 80, 2), 100))
>
> H <- data.frame(x = h$mids, y = h$density)
>
> g <- glm(y ~ x, data = H, family = Gamma)
> summary(g)
>
> Call:
> glm(formula = y ~ x, family = Gamma, data = H)
>
> Deviance Residuals:
>    Min       1Q   Median       3Q      Max
> -3.8654  -2.0887  -0.7685   0.7147   1.4508
>
> Coefficients:
>            Estimate Std. Error t value Pr(>|t|)
> (Intercept)  30.4758    26.7258   1.140    0.262
> x             1.0394     0.6825   1.523    0.137
>
> (Dispersion parameter for Gamma family taken to be 1.343021)
>
>    Null deviance: 119.51  on 35  degrees of freedom
> Residual deviance: 116.28  on 34  degrees of freedom
> AIC: -260.49
>
> Number of Fisher Scoring iterations: 7
>
> now i suppose that the estimates parameters are:
>
>        shape = 30.4758
>        scale = 1.0394
>
> am i interpreting the output correctly? and, if so, why are these 
> estimates so
> +poor? i would, perhaps naively, expected the parameters from an 
> artificial
> +sample like this to be pretty good.
>
> my apologies if i am doing something stupid here but my statistics 
> capabilties
> +are rather limited!
>
> best regards,
> andrew collier.
> -- 
> Andrew B. Collier
>
> Antarctic Research Fellow                                   tel: +27 31 
> 2601157
> Space Physics Research Institute                            fax: +27 31 
> 2616550
> University of KwaZulu-Natal, Durban, 4041, South Africa
>
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