First let me confess that I am a R-novice. I am trying to fit a beta distribution for a dataset using fitdistr(MASS). I am having difficulties with it because the function tends to fit a distribution with a range of 0 to 1 (I guess). However, my dataset is not! Anytips or tricks will be very much appreciated. Many Thanks. T. S. Ramanarayanan, Ph.D. Aventis CropScience Research Triangle Park, NC 27709 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
>>>>> "TR" == Tharacad Ramanarayanan <Tharacad.Ramanarayanan at aventis.com> writes:TR> First let me confess that I am a R-novice. I am trying to fit TR> a beta distribution for a dataset using fitdistr(MASS). I am TR> having difficulties with it because the function tends to fit TR> a distribution with a range of 0 to 1 (I guess). However, my TR> dataset is not! Since a beta (range in 0,1) doesn't describe what you want, why force it? best, -tony -- A.J. Rossini Rsrch. Asst. Prof. of Biostatistics U. of Washington Biostatistics rossini at u.washington.edu FHCRC/SCHARP/HIV Vaccine Trials Net rossini at scharp.org -------------- http://software.biostat.washington.edu/ ---------------- FHCRC: M: 206-667-7025 (fax=4812)|Voicemail is pretty sketchy/use Email UW: Th: 206-543-1044 (fax=3286)|Change last 4 digits of phone to FAX --- I'm 40% time until March 1st. Try email the other 3 days.... ----- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
-----Original Message----- From: rossini at blindglobe.net [mailto:rossini at blindglobe.net] Sent: Tuesday, January 22, 2002 5:26 PM To: Ramanarayanan, Tharacad Cc: r-help at hypatia.math.ethz.ch Subject: Re: [R] Help with Beta Distribution>>>>> "TR" == Tharacad Ramanarayanan <Tharacad.Ramanarayanan at aventis.com>writes: TR> First let me confess that I am a R-novice. I am trying to fit TR> a beta distribution for a dataset using fitdistr(MASS). I am TR> having difficulties with it because the function tends to fit TR> a distribution with a range of 0 to 1 (I guess). However, my TR> dataset is not! Since a beta (range in 0,1) doesn't describe what you want, why force it? Hmm . . . a standard beta distribution(B(x)) is 0 < x < 1. So is a standard uniform distribution. A standard beta distribution can be transformed for any (positive) range. thanks. -ram -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Prof. Ripley: Thank you. Yes, I want to fit a 4 parameter beta distribution. I transformed to data using a simple linear transform X(A,B) => x(0,1) (following suggestions from Jagath Seth and Tony Rossini -- thank you) and tried to use fitdistr. I could not get much convergence from 'optim' and I ran out of patience to try a whole bunch of starting values. I guess because of the inherent non-linearity, the output from 'pbeta' are very senstive to the parameteres and hence the difficulty in convergence(??) I have not tried to write my own function using the density function for beta. For my immediate need, I had another distribution (gamma) fitting the data reasonably well and I was trying to fit beta out of curiosity. BTW, I am indeed looking into distributions for use as a "prior" distribution for a parameters in a Monte Carlo simulation. I might play more with 'beta' later. Thank you all for your suggestions and help. T. S. Ramanarayanan, Ph.D. Aventis CropScience Research Triangle Park, NC 27709 (919) 549-2611 -----Original Message----- From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] Sent: Wednesday, January 23, 2002 9:30 AM To: Ramanarayanan, Tharacad Cc: rossini at u.washington.edu; r-help at stat.math.ethz.ch Subject: RE: [R] Help with Beta Distribution On Wed, 23 Jan 2002 Tharacad.Ramanarayanan at aventis.com wrote:> -----Original Message----- > From: rossini at blindglobe.net [mailto:rossini at blindglobe.net] > Sent: Tuesday, January 22, 2002 5:26 PM > To: Ramanarayanan, Tharacad > Cc: r-help at hypatia.math.ethz.ch > Subject: Re: [R] Help with Beta Distribution > > > >>>>> "TR" == Tharacad Ramanarayanan <Tharacad.Ramanarayanan at aventis.com> > writes: > > TR> First let me confess that I am a R-novice. I am trying to fit > TR> a beta distribution for a dataset using fitdistr(MASS). I am > TR> having difficulties with it because the function tends to fit > TR> a distribution with a range of 0 to 1 (I guess). However, my > TR> dataset is not! > > Since a beta (range in 0,1) doesn't describe what you want, why force > it? > > Hmm . . . a standard beta distribution(B(x)) is 0 < x < 1. So is astandard> uniform distribution. A standard beta distribution can be transformed for > any (positive) range.But then it is not a beta distribution as defined in R and used in fitdistr, so you need to define it yourself. You appear to want the `four-parameter beta distribution' as defined in the Encyclopedia of Statistical Sciences, with a reference to an unpublished PhD thesis. -- 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 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._