[R] Fitdistr of a 3 parameter Gamma distribution

[Markus Gesmann]

Serguei,

You might want to look at the TransformedGamma or InverseTransformedGamma distributions, which are part of the actuar package, see page 41, 25 here:
http://cran.r-project.org/web/packages/actuar/actuar.pdf
You can then use fitdistr of the MASS package to fit the parameters.

Regards,

Markus


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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Serguei Kaniovski
Sent: 24 June 2008 16:52
To: r-help at stat.math.ethz.ch
Subject: [R] Fitdistr of a 3 parameter Gamma distribution

Hello,

how can I fit a three, as opposed to a two parameter Gamma distribution,
i.e. one in which "shape" and "rate" are not tied.

Thanks,
Serguei

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