[R] Which distribution best fits the data?
bolker at ufl.edu
Mon Jun 30 13:50:11 CEST 2008
Jenny Barnes <jmb <at> mssl.ucl.ac.uk> writes:
> Dear R-help community,
> Does anybody know of a stats function in R that tells you which
> distribution best fits your data? I have tried look through the archives
> but have only found functions that tell you if it's normal or log etc.
> specifically - I am looking for a function that tells you (given a
> timeseries) what the distribution is.
> Any help/advice will be greatly appreciated,
> All the best,
> Jenny Barnes
> jmb <at> mssl.ucl.ac.uk
The problem is that it's not generally a good
idea to data-dredge in this way. Your best bet is
to think about the characteristics of the
data (discrete or continuous, non-negative or real,
symmetric or skewed) and try to narrow it down to
a few distributions -- then you can use fitdistr()
(from the MASS package) or something similar
to compare among them.
If you say a little bit more about what
you're trying to do with the data you might
get some more specific advice.
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