[R] find parameters for a gamma distribution
Thomas Petzoldt
thpe at hhbio.wasser.tu-dresden.de
Thu Jan 6 00:18:50 CET 2005
The help page of ?dgamma says:
"The mean and variance are E(X) = a*s and Var(X) = a*s^2."
So, to estimate the parameters in your example, try the following:
> d <- rgamma(100000, 20, scale = 2)
> var(d)/mean(d)
[1] 1.992091
> mean(d)^2/var(d)
[1] 20.09559
... you may use these as start values for fitdistr, e.g
> fitdistr(d, dgamma, list(shape = 20.1, scale = 1.99))
or simply
> fitdistr(d, "gamma")
Hint: scale=1/rate
You mentioned "glm", but this is something completely different. It is
used to fit generalized linear models, see the extra chapter no. 31 of
Crawley's book on:
http://www.bio.ic.ac.uk/research/mjcraw/statcomp/chapters.htm
Thomas P.
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