[R] fit data with gammadistribution
Nadja Riedwyl
riedwyl at giub.unibe.ch
Mon Sep 12 12:58:00 CEST 2005
hello
my data is
data2:2743 4678 21427 6194 10286 1505 12811 2161 6853 2625 14542 694
11491 14924 28640 17097 2136 5308 3477 91301 11488 3860 64114 14334
by calculating
shape<-(mean(data2))^2/var(data2)
scale<-var(data2)/mean(data2)
i get the idea what the parameters of the gammadistribution would be.
but if i try using the method mle() i get stock and i don't know, how to make
it work. can anybody help me? thank you very much, indeed.
Nadja
I tried so fare
ll<-function(lambda,alfa)
{n<-24
x<-data2
-n*alfa*log(lambda)+n*log(gamma(alfa))-(alfa-1)*sum(log(x))+lambda*sum(x)
est<-mle(minuslogl=ll,start=list(lambda=29827.51,alfa=0.4954725))
summary(est)
NaN's are produced with optim, i just don't know how to avoid this!
More information about the R-help
mailing list