[R] fitdistr: was Heteroscedasity...
Collin Lynch
collinl at cs.pitt.edu
Mon Oct 28 21:09:42 CET 2013
Hello again, first off thank you for your suggestion Mr. Rigby, I'll take
a look at the GAMLSS package.
I have a (slightly) related followup question regarding the 'fitdistr'
function. I was examining my data, a sample of which is attached, using
this function and I am confused about the interpretation of the loglik
result.
Based upon my experience I understand log-likelyhood value returned from
this function should be in the range -Inf - 0 with values closer to 0
being the best choice. However when I test this data I get the following
results:
fitdistr(E, "normal")$loglik
[1] 11.15125
fitdistr(E + 1, "lognormal")$loglik
[1] -0.8575117
fitdistr(E, "exponential")$loglik
[1] -73.18107
Is this a sign of error, in my system or on my part? And if not am I
correct in interpreting lognormal as the best choice?
Thank you in advance,
Collin Lynch.
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