[R] Fitdistrplus and Custom Probability Density
Lorenzo Isella
lorenzo.isella at gmail.com
Tue Nov 7 15:22:10 CET 2017
Dear All,
Apologies for not providing a reproducible example, but if I could, then I
would be able to answer myself my question.
Essentially, I am trying to fit a very complicated custom probability
distribution to some data.
Fitdistrplus does in principle everything which I need, but if require me
to specify not only the density function d, but also the cumulative p and
and inverse cumulative function q (see for instance
http://www.stat.umn.edu/geyer/old/5101/rlook.html
to understand what these quantities are in the case of a normal
distribution).
The analytical calculation of p and q is a big task in my case, so my
question is if there is a workaround for this, i.e. a way to fit the
unknown parameters of my probability distribution without specifying (at
least analytically) p and q, but only the density d.
Many thanks
Lorenzo
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