Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Thanks in advance, Paul
On Sun, 3 Sep 2006, Paul Smith wrote:> Dear All > > I am trying to fit Pareto distribution to some data. MASS package does > not support Pareto distribution. Is there some alternative way?Actually fitdistr{MASS} does if you supply the pdf for a Pareto. That is not in base R, but easy to write for yourself. It seems that Pareto and generalized Pareto is in several packages, including POT SoPhy VaR evd evir fExtremes lmomco. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
On 9/3/06, Prof Brian Ripley <ripley at stats.ox.ac.uk> wrote:> > I am trying to fit Pareto distribution to some data. MASS package does > > not support Pareto distribution. Is there some alternative way? > > Actually fitdistr{MASS} does if you supply the pdf for a Pareto. > That is not in base R, but easy to write for yourself. > > It seems that Pareto and generalized Pareto is in several packages, > including POT SoPhy VaR evd evir fExtremes lmomco.Thanks, Prof Brian Ripley. Paul
Paul, Package lmomco fits generalized pareto (three parameter) using method of L-moments. I suspect that other packages that Brian identified use method of moments or other. William On Sep 3, 2006, at 10:55 AM, Paul Smith wrote:> Dear All > > I am trying to fit Pareto distribution to some data. MASS package does > not support Pareto distribution. Is there some alternative way? > > Thanks in advance, > > Paul > > ______________________________________________ > R-help at 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 > and provide commented, minimal, self-contained, reproducible code.
On 9/4/06, William Asquith <wasquith at austin.rr.com> wrote:> Package lmomco fits generalized pareto (three parameter) using method > of L-moments. I suspect that other packages that Brian identified > use method of moments or other.That is excellent to learn that, William. Thanks. Paul> On Sep 3, 2006, at 10:55 AM, Paul Smith wrote: > > > Dear All > > > > I am trying to fit Pareto distribution to some data. MASS package does > > not support Pareto distribution. Is there some alternative way? > > > > Thanks in advance, > > > > Paul > > > > ______________________________________________ > > R-help at 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 > > and provide commented, minimal, self-contained, reproducible code. > >