[R] Fitting an Inverse Gamma Distribution

emorway emorway at engr.colostate.edu
Fri Jan 14 23:25:11 CET 2011


Hello David, 

Thank you for pointing me to the GeneralizedHyperbolic package.  I've been
playing around with hyperbFit with my data, but get:

Warning Messages:
In besselK(zeta, nu = 1) : value out of range in 'bessel_k' 10
....
....

Next, just to see if I could get something to plot I tried the following to
no avail:

hist(iniSal_US_forHist,breaks=seq(1.1,21,by=0.625),col="grey",freq=F,xlim=c(0,21))
curve(dgig(x,param=c(11,0,-4)),col="blue",from=0,to=20,add=T)


Could I trouble you for a bit more guidance?  Also, does the fitting
function also deal with shifts?  In other words, if 500 values were sampled
from an inv. gamma and and then had 4 added to them, would the fitting
function account for this?

Thanks, Eric
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