[R] estimate inverse gaussian in R

[David Scott]

David Scott wrote:
> Jorge Ivan Velez wrote:
>> Hi Tim,
>>
>> Take a look at
>> http://bm2.genes.nig.ac.jp/RGM2/R_current/library/fBasics/man/dist-nigFit.html
>>
>> HTH,
>> Jorge'
>>
> 
> i don't think this is what the OP wanted. The nig is the normal inverse 
> Gaussian distribution, which is a special case of the generalized 
> inverse Gaussian distribution. Its support is the real line and it has 4 
> parameters. The inverse Gaussian is a special case of the generalized 
> inverse Gaussian. It has support the positive half line and 2 parameters.
> 

Sorry, that must look like nonsense. I meant to say:

The nig is a special case of the generalized hyperbolic distribution.

David Scott

> David Scott
> 
> 
>> On Sun, Dec 6, 2009 at 12:48 PM, noclue_ <> wrote:
>>
>>> I have a one-variable data set in R.
>>>
>>> The plot of histogram of my numerical variable suggests an inverse
>>> gaussian distribution.
>>>
>>> How can I obtain best estimation for the two parameters of inverse
>>> gaussian based on my data?
>>>
>>> Thanks.
>>> --
>>> View this message in context:
>>> http://n4.nabble.com/estimate-inverse-gaussian-in-R-tp949692p949692.html
>>> Sent from the R help mailing list archive at Nabble.com.
>>>
>>>        [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>> 	[[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> 
> 


-- 
_________________________________________________________________
David Scott	Department of Statistics
		The University of Auckland, PB 92019
		Auckland 1142,    NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email:	d.scott at auckland.ac.nz,  Fax: +64 9 373 7018

Director of Consulting, Department of Statistics