[R] Method for checking automatically which distribtions fits a data

[Ben Bolker]

Stephen Tucker <brown_emu <at> yahoo.com> writes:

> 
> I don't know that there is a single function, but you can perhaps apply a
sequence of available functions - 
> 
> For instance, you can use fitdistr() in library(MASS) to estimate optimal
parameters for a candidate set
> of distributions; then look at each fit and also compare the deviance among
the fits (possibly penalizing
> distributions which require more parameters - for instance, using the Akaike
Information
> Criterion(?)). 
> 
> ----- Original Message ----
> From: Gundala Viswanath <gundalav <at> gmail.com>
> To: r-help <at> stat.math.ethz.ch
> Sent: Sunday, July 6, 2008 4:50:20 PM
> Subject: [R] Method for checking automatically which distribtions fits a data
> 
> Hi,
> 
> Suppose I have a vector of data.
> Is there a method in R to help us automatically
> suggest which distributions fits to that data
> (e.g. normal, gamma, multinomial etc) ?
> 
> - Gundala Viswanath
> Jakarta - Indonesia
> 

See

https://stat.ethz.ch/pipermail/r-help/2008-June/166259.html

  for example, normal vs gamma might be a sensible question
(for which you can use fitdistr() as suggested above), but
"multinomial" implies a very specific kind of response --
discrete data with a specified number of possible outcomes.

  Ben Bolker