[R] Parameter Estimation - "3 Paramter Gamma distribution"

[maithili_shiva at yahoo.com]

Der r helpers,

I have a following set of data. Though some other software, I know it follows 3 parameter Gamma distrinution.

I need to write a R code for estimating the parameters of 3 Parameter Gamma distribution.


c(0,0,18561.9,0,0,0,34400,0,0,0,0,2190,0,0,0,0,60000,0,0,0,
  19583,0,0,0,109872.87,0,0,0,0,0,0,1244,0,0,25150,0,500,0,0,0,
  0,0,0,0,100,0,0,0,0,0,0,500,41533.94,1365,0,0,11400,0,0,0,
  0,0,10000,0,0,11000,0,0,0,0,0,0,11600,0,0,0,21530,0,2000,0,
  10100,4500,5000,0,0,10000,0,28667,0,0,0,45000,0,0,0,0,0,100,0,0,
  2100,0,0,0,1000,0,0,0,0,17000,0,0,0,0,0,0,0,0,140270,2000,
  0,1900678.25,19450,0,0,4400,0,0,0,6136,0,0,0,0,0,0,0,0,0,0,
  0,0,0,20900,0,0,525,8306,0,0,0,0,0,9497,0,291264,0,0,0,0,
  0,2825,0,0,0,0,0,75000,0,0,0,0,0,6000,4300,3062,0,0,159649,0,
  0,61329,0,0,0,0,0,0,0,0,0,214816,0,0,0,0,0,0,0,1200)

  In one of earlier mails, the following thing was suggested but I failed to understand its contents. As sugegsted therein, I had referred actuar package but couldn't understand the way to eatimate the paramters.


THE CONTENTS OF THE EARLIER MAIL

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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.

********************



Can someone guide me as to how to write the R-code for estimating the paramters of "3 Parameter Gamma Distribution".


Thanking in advance

With regards

Maithili







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