[R] Which distribution to select (massive fitting)

Bert Gunter gunter.berton at gene.com
Tue Feb 11 01:24:07 CET 2014


My mistake. I gave the right URL but referred to it as SO instead of CV. 
Gotta get my nomenclature right!

Bert

> On Feb 10, 2014, at 3:32 PM, David Winsemius <dwinsemius at comcast.net> wrote:
> 
> 
>> On Feb 10, 2014, at 6:34 AM, Bert Gunter wrote:
>> 
>> I believe this is more a question for SO (stats.stackexchange.com).
> 
> Actually it might get closed on SO since it is not an R programming question per se but rather an advice for statistical approach. It's a better fit for CrossValidated.com
> 
> 
>> There are many possible goodness of fit statistics that can easily be
>> calculated in R, but I think the fundamental question is: To what end?
>> First, there are probably several parametric distributions that give
>> (essentially) equally good fits; and second, you may want none of
>> them, preferring some sort of nonparametric fit. Again, the sort of
>> thing that is probably better at SO -- or even better, with a local
>> statistician.
> 
> 
>> Cheers,
>> Bert
>> 
>> Bert Gunter
>> Genentech Nonclinical Biostatistics
>> (650) 467-7374
>> 
>> "Data is not information. Information is not knowledge. And knowledge
>> is certainly not wisdom."
>> H. Gilbert Welch
>> 
>> 
>> 
>> 
>>> On Mon, Feb 10, 2014 at 12:25 AM, Alaios <alaios at yahoo.com> wrote:
>>> Hi all,
>>> I have a large number of measurements from which I select a large number of unique vectors. For each vectors I would like to test which distribution might be a candidate for fitting.
>>> It is impossible to look on each vector separately but I can inside a for loop test different models and based on their goodness of fit to make offline decisions (I will be saving goodness of fits results on a text file).
>>> 
>>> Do you know given a vector how I can get the goodness of fit for the "basic" distributions : "norm", "lnorm", "pois", "exp", "gamma", "nbinom",
>>> "geom", "beta", "unif" and "logis"
>>> 
>>> Is it possible to try many of those (or at least some of the above) and try to get these results?
>>> 
>>> Regards
>>> Alex
>>>       [[alternative HTML version deleted]]
> 
> 
> David Winsemius
> Alameda, CA, USA
> 




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