I don't claim to be a huge expert on this, but I think you are mistaken
about what you are getting when you use the zipf family with the vglm
function.  From what I can tell from the documentation, this does indeed
give you an estimate of the parameter of the zipf distribution.  I've tried
to "test" this using some random numbers (probably not strictly correct
procedure, but I think it's a reasonable approximation):

set.seed(1234)
 N <- 5
  y <- (1:N)
  alpha <- 2.5  # this is the parameter of the zipf distribution
  p <- 1/(y^alpha) ; p <- p/sum(p)
  n <- 100000
  x <- sample (y, n, replace=TRUE, prob=p)
w <- as.vector(table(x))
fit = vglm  (y ~ 1, zipf(link=identity, init=2), tra=TRUE, weight=w)
> Coef(fit)

       s
2.501086

Is this not what you need?

On 08/02/07, Mauro Rossi <Mauro.Rossi@irpi.cnr.it> wrote:
>
> Dear David,
>         thank you for your reply.
> I tried to use the package VGAM, the function "zipf" and also the
> function "zetaff", but these functions don't allow me to estimate
> parameters directly, I have to use a Gerneralized Linear Model or a
> Generalized Additive Model (vgam or vglm functions) and I don't want to
> use those. Don't you know a way to apply these tools to my data?
> At the end my PMF has to be Y=f(X) where f(X) is a zeta or a zipf
> distribution, while using VGAM the PMF is Y = b0 + b1*f(X1)+ ...
> +bn*f(Xn). Do you know how I can write the script using the VGAM
> function for the PMF I need?
>
> Thank you in advance,
>
> Mauro Rossi
>
>
> David Barron ha scritto:
> > Does the zipf function in the VGAM package do what you want?
> >
> > On 08/02/07, *Mauro Rossi* <Mauro.Rossi@irpi.cnr.it
> > <mailto:Mauro.Rossi@irpi.cnr.it>> wrote:
> >
> >     Dear R user,
> >     I want to estimate the parameter of ZETA or/and ZIPF distributions
> >     using R, given a series of integer values. Do you know a package
> >     (similar to MASS) or a function (similar to fitdistr) I can use to
> >     estimate the parameter of these distributions using MLE method?
> >     Otherwise do you know a function (which use MLE method to estimate
> >     distribution parameters) that allow me to specify a PDF or PMF?
> >     Thanks,
> >     Regards
> >     Mauro Rossi
> >
> >     --
> >     Mauro Rossi
> >     Istituto di Ricerca per la Protezione Idrogeologica
> >     Consiglio Nazionale delle Ricerche
> >     Via della Madonna Alta, 126
> >     06128 Perugia
> >     Italia
> >     Tel. +39 075 5014421
> >     Fax +39 075 5014420
> >
> >     ______________________________________________
> >     R-help@stat.math.ethz.ch <mailto:R-help@stat.math.ethz.ch> mailing
> list
> >     https://stat.ethz.ch/mailman/listinfo/r-help
> >     PLEASE do read the posting guide
> >     http://www.R-project.org/posting-guide.html
> >     <http://www.R-project.org/posting-guide.html>
> >     and provide commented, minimal, self-contained, reproducible code.
> >
> >
> >
> >
> > --
> > =================================
> > David Barron
> > Said Business School
> > University of Oxford
> > Park End Street
> > Oxford OX1 1HP
>
> --
> Mauro Rossi
>
> Istituto di Ricerca per la Protezione Idrogeologica
>
> Consiglio Nazionale delle Ricerche
>
> Via della Madonna Alta, 126
>
> 06128 Perugia
>
> Italia
>
> Tel. +39 075 5014421
>
> Fax +39 075 5014420
>
>
>


-- 
=================================
David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP

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