Ted Byers
2008-Sep-22 15:48 UTC
[R] Re lative novice: Working with fitdistr(MASS): 3 questions
OK, I am now at the point where I can use fitdistr to obtain a fit of one of the standard distributions to mydata. It is quite remarkable how different the parameters are for different samples through from the same system. Clearly the system itself is not stationary. Anyway, question 1: I require a visual perspective of the fit I get. I can use hist.scott to get a hisogram (and just have to figure out how to get finer granularity from it - my samples are taken weekly, but the histogram bars cover two weeks of data and the most interesting changes happen in the first three to four weeks - after that things slow down tremendously), but how would I overlay a plot of the best distribution I get from fitdistr over it? Second question: I don't see anything in the documentation for fitdistr that says anything about using the distribution obtained to integrate the distribution over some range of values. I get weekly sampled, and for each sample I get a certain number of events each week for about three months. I need to be able to use the distribution to estimate the number of such events next week or the week after, and how long it will be that the probability of such an event is so low that no more of them are likely to be observed from that sample ever. What package or functions should I be looking at here to get this done? Third question: I see nothing in the docs about non-central distributions. The distribution most likely to fit is cauchy, but we know that there is skew that depends on the magnitude: large positive deviates are more common that large negative deviates, but extremely large positive deviates are less common that extremely large negative deviates. What we don't know is how significant such skewness is for the overall distribution. How can I assess this, or can I assess this, using fitdistr (or some other function I haven't found yet)? Thanks Ted -- View this message in context: http://www.nabble.com/Relative-novice%3A-Working-with-fitdistr%28MASS%29%3A-3-questions-tp19610812p19610812.html Sent from the R help mailing list archive at Nabble.com.
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