[R] Fitting Gamma distribution

Marcosco01 marco.scortichini at bancamarche.it
Wed Jun 23 11:16:47 CEST 2010


I'm looking for goodness of fit tests for gamma distributions with large data 
sizes and for different data. 
I have a matrix with around 4.000 data values about losses and there is a
heavy right-tail in it. 
I have fitted a gamma distribution with "fitdistr". 

You can see the example: 

fitdistr(corpo,"gamma",lower=0.001) 

Errore in optim(x = c(5000, 5000, 5000, 5000, 5000, 5000, 5000, 5000, 
5000,  : non-finite finite-difference value [2] 

The problem is the optimization for the test with different data.

In summary 
- how to estimate the parameters? 
- is there another way to estimate the gamma parameters that doesnt depend
on the sample size? 


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