[R] Plot cumulative probability of beta-prime distribution

aledanda danda.galli at gmail.com
Wed Jul 1 09:19:59 CEST 2009


Hallo,

I need your help.
I fitted my distribution of data with beta-prime, I need now to plot the
Cumulative distribution. For other distribution like Gamma is easy: 

x <- seq (0, 100, 0.5)
plot(x,pgamma(x, shape, scale), type= "l", col="red")

but what about beta-prime? In R it exists only pbeta which is intended only
for the beta distribution (not beta-prime)

This is what I used for the estimation of the parameters:

mleBetaprime <- function(x,start=c(1,1)) {
   mle.Estim <- function(par) {
     shape1 <- par[1]
     shape2 <- par[2]
     BetaprimeDensity <- NULL
     for(i in 1:length(posT))
       BetaprimeDensity[i] <- posT[i]^(shape1-1) *
(1+posT[i])^(-shape1-shape2) / beta(shape1,shape2)
     return(-sum(log(BetaprimeDensity)))
    }
   est <- optim(fn=mle.Estim,par=start,method="Nelder-Mead")
   return(list(shape1=est$par[1],shape2=est$par[2]))
  }
posbeta1par <- fdp(posT, family= "beta1") 

Hope you can help me.

Thanks a lot!!!

Ale
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