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

[David Reinke]

The function ks.test(x,y, ...) performs a Kolmogorov-Smirnov test on a set
of sample values x against a distribution y. Both x and y must be
cumulative distributions; y can be either a vector of cumulative values or
a predefined distribution such as pnorm().

David Reinke

Senior Transportation Engineer/Economist
Dowling Associates, Inc.
180 Grand Avenue, Suite 250
Oakland, California 94612-3774
510.839.1742 x104 (voice)
510.839.0871 (fax)
www.dowlinginc.com

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of hadley wickham
Sent: Monday, July 07, 2008 8:10 AM
To: Ben Bolker
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] Method for checking automatically which distribtions fits
a data

>> 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.

Yes - the question as it is poorly stated.   If you have a small
(finite) choice of possible distributions you can use some kind of
likelihood based statistic to determine which fits the data best.  But
what is the population of distributions in this case?   All
distributions that you see in stats101?  All distributions that have
names?   All continuous distributions?

Hadley


-- 
http://had.co.nz/

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