library(MASS)
?fitdistr
You can also use survreg (survival) and glm (with some help from functions
in MASS for the shape).
On Mon, 24 Nov 2003, Dominique Couturier wrote:
> I'm looking for a classic equivalent of the wle.gamma function (library
> wle) that estimate robustly the shape and the scale parameters of gamma
> data.
> I have a vector of iid gamma rv :
> >data=rgamma(100,shape=10,scale=3)
> and a vector of their weights:
> >weights=c(rep(.5/70,70),rep(.25/20,20),rep(.25/10,10))
> and want to estimate the scale and shape of the gamma distribution.
> Does such a function exists?
--
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