[R] Fitted Value Pareto Distribution

[livia]

Thank you very much and that is exactly what I am looking for. Another
question would be how can I test the goodness of fit for the Pareto
distribution?



J. Hosking wrote:
> 
> livia wrote:
>> I would like to fit a Pareto Distribution and I am using the following
>> codes. 
>> 
>> I thought the fitted (fit1) should be the fitted value for the data, is
>> it
>> correct? As the result of the "fitted" turns out to be a single value for
>> all. 
>> 
>> fit=vglm(ycf1 ~ 1, pareto1(location=alpha), trace=TRUE, crit="c") 
>> fitted(fit) 
>> 
>> The result is 
>> fitted(fit)
>>             [,1]
>>  [1,] 0.07752694
>>  [2,] 0.07752694
>>  [3,] 0.07752694
>>  [4,] 0.07752694
>>  [5,] 0.07752694
>>  [6,] 0.07752694
>>  [7,] 0.07752694
>>  [8,] 0.07752694
>>  [9,] 0.07752694
>> [10,] 0.07752694
>> [11,] 0.07752694
>> [12,] 0.07752694
>> [13,] 0.07752694
>> 
>> Could anybody give me some advice? 
>> 
> 
> I don't have whatever package function 'vglm' comes from (did you
> follow the instructions in the last two lines of your post?), but you
> can fit a GPD and get fitted values for it by some such approach as
> this:
> 
>    library(POT)
>    threshold <- 0  # probably
>    para <- fitgpd(ycf1, threshold, method="pwmu")$param
>    ycf1.fit <- qgpd( ppoints(ycf1, a=0.44), threshold, para[1], para[2])
> 
> Note that the above code contains my own preferences for fitting
> method and plotting positions: yours may differ.
> 
> 
> J. R. M. Hosking
> 
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> 
> 

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