[R] ML fit of gamma distribution to grouped data

Thomas Petzoldt petzoldt at rcs.urz.tu-dresden.de
Thu Nov 30 18:51:40 CET 2006


Dear Augusto,

thank you for your example. Your solutions are the in fact the usual 
methods, but these do not apply to my case because I have grouped data.

The good news is, that the solution of Prof. Brian Ripley works 
perfectly -- of course :-)

Thank you both for your help.

Thomas P.


Augusto.Sanabria at ga.gov.au wrote:
 > Thomas,
 >
 > The Gamma distr. can be fitted via ML using:
 >
 > Library("MASS")
 > GF <- fitdistr(given_data,"gamma")
 > sh <- GF$estimate[1]
 > ra <- GF$estimate[2]
 >
 > Fitting via Moments, m:
 > var <- m[2] - m[1]*m[1]
 > sh <- m[1]*m[1]/var
 > sc <- m[1]/var
 > ra <- 1/sc
 >
 > G_pdf <- dgamma(breaks,shape=sh,rate=ra,scale=1/ra)
 >
 >
 > Hope it helps,
 >
 > Augusto

[...] original message deleted



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