[R] fitting data

[Ben Bolker]

Serebrenik, A. <a.serebrenik <at> tue.nl> writes:

> 
> Dear all,
> 
> I have a set of data which seem to be distributed almost exponentially but
> only on [0;1]. I guess that the probability distribution in this case
> would look like
> 
> \frac{lambda}{1-e^{-\lambda}) e^{-\lambda x}
> 
> I would like to use fitdistr to estimate the value of \lambda.
> 
> 1) Would it be correct first to find lambda for the
>  exponential distribution and then to substitute it in the
> formula above?

  That might be a decent starting value.

> 
> 2) I guess that it should somehow be possible to 
> convince fitdistr to use the function above, but I have no
> clue how.
> 
  
  The help for fitdistr says that "densfun" may be ...
" a function returning a density evaluated at its first argument".
In case that's opaque to you, that means something like

dmyfun <- function(x,lambda) {
  (1-exp(-lambda))/lambda*exp(-lambda*x)
}

fitdistr(mydata,dmyfun,start)


 [note: totally untested ...]

  Ben Bolker