Bickel, David
2005-Feb-22 23:01 UTC
[R] estimate the parameter of exponential distribution, etc.
Given a numeric vector of observations, does R have any generic way to estimate the parameters of commonly used distributions (exponential, gamma, etc.) without numerically optimizing the likelihood function? Thanks, David _______________________________________ David R. Bickel http://davidbickel.com Research Scientist Pioneer Hi-Bred International Bioinformatics & Exploratory Research 7250 NW 62nd Ave., PO Box 552 Johnston, Iowa 50131-0552 515-334-4739 Tel 515-334-6634 Fax david.bickel at pioneer.com, bickel at prueba.info This communication is for use by the intended recipient and ...{{dropped}}
Vincent Goulet
2005-Feb-23 03:49 UTC
[R] estimate the parameter of exponential distribution, etc.
Le 22 F?vrier 2005 18:01, Bickel, David a ?crit :> Given a numeric vector of observations, does R have any generic way to > estimate the parameters of commonly used distributions (exponential, gamma, > etc.) without numerically optimizing the likelihood function?Assuming you want to use maximum likelihood estimation, look into 'fitdistr' in package MASS. Hope this helps! -- Vincent Goulet, Professeur agr?g? ?cole d'actuariat Universit? Laval, Qu?bec Vincent.Goulet at act.ulaval.ca http://vgoulet.act.ulaval.ca
Vito Ricci
2005-Feb-23 08:03 UTC
[R] Re: estimate the parameter of exponential distribution, etc.
Hi David, You can estimate parameters using fitdistr() in MASS package. I suggest also to read my contribute "Fitting distributions with R" available on CRAN: http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf Best regards, Vito you wrote: Given a numeric vector of observations, does R have any generic way to estimate the parameters of commonly used distributions (exponential, gamma, etc.) without numerically optimizing the likelihood function? Thanks, David _______________________________________ David R. Bickel http://davidbickel.com Research Scientist Pioneer Hi-Bred International Bioinformatics & Exploratory Research 7250 NW 62nd Ave., PO Box 552 Johnston, Iowa 50131-0552 515-334-4739 Tel 515-334-6634 Fax david.bickel at pioneer.com, bickel at prueba.info ====Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific learning process." George E. P. Box Top 10 reasons to become a Statistician 1. Deviation is considered normal 2. We feel complete and sufficient 3. We are 'mean' lovers 4. Statisticians do it discretely and continuously 5. We are right 95% of the time 6. We can legally comment on someone's posterior distribution 7. We may not be normal, but we are transformable 8. We never have to say we are certain 9. We are honestly significantly different 10. No one wants our jobs Visitate il portale http://www.modugno.it/ e in particolare la sezione su Palese http://www.modugno.it/archivio/palese/