rcran.10.escoffier@antichef.net
2005-Mar-02 23:57 UTC
[R] power law distribution; making new distributions
hi i have data which i think is coming from a power law distribution P(X > a) = c/a^k and i would like to find the exponent and constant. i would like it to use my experimental data to find c and k. also, if i would like to create a new distribution, is it easy to add to R, if so, how is that done? thanks -gong __________________________________
You've cited one form of the Pareto distribution (http://mathworld.wolfram.com/ParetoDistribution.html). A slightly different form is available in Jim Lindsey's package "rmutil". This is not available CRAN, but can be assessed by "www.r-project.org" -> search -> "R site search" -> "Jim Lindsey's packages". Regarding adding a new distribution to R, you can follow this example from Lindsey or the skewed t distribution in package "skewt". See the documentation on "Writing R Extensions". I don't know the protocol for contributing something to CRAN. hope this helps. spencer graves rcran.10.escoffier at antichef.net wrote:>hi > >i have data which i think is coming from a power law >distribution P(X > a) = c/a^k and i would like to find >the exponent and constant. i would like it to use my >experimental data to find c and k. > >also, if i would like to create a new distribution, is >it easy to add to R, if so, how is that done? > >thanks >-gong > > >__________________________________ > >______________________________________________ >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 > >