[R] Fitting Gamma distribution
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:
Errore in optim(x = c(5000, 5000, 5000, 5000, 5000, 5000, 5000, 5000,
5000, : non-finite finite-difference value 
The problem is the optimization for the test with different data.
- 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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