[R-SIG-Finance] ranking by stats

Brian G. Peterson brian at braverock.com
Tue Dec 27 13:46:48 CET 2011


On Mon, 2011-12-26 at 23:31 -0500, financial engineer wrote:
> I am running different fit distribution tests on data, using commands
> like:
> 
> fitdist(BA$price, "norm", method="mge",gof="AD")
> fitdist(BA$price, "norm", method="mge",gof="CvM")
> 
> Being not very well-versed with R, I have been saving the results into
> a file, and then using manual processes to rank the best fit based on,
> e.g. the Kolmogorov-Smirnov statistic.
> 
> Is there a way, using perhaps an existing function in R, to 'rank' the
> results based on a particular statistic, e.g. the K-S statistic. 

?sort
?order

and please direct basic R questions not directly related to finance to
the R-help list (I'm certain the answer to this question could have been
found in the archives to that list).

-- 
Brian



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