maithili_shiva at yahoo.com
2009-Mar-23 06:56 UTC
[R] Parameter Estimation - "3 Paramter Gamma distribution"
Der r helpers,
I have a following set of data. Though some other software, I know it follows 3
parameter Gamma distrinution.
I need to write a R code for estimating the parameters of 3 Parameter Gamma
distribution.
c(0,0,18561.9,0,0,0,34400,0,0,0,0,2190,0,0,0,0,60000,0,0,0,
? 19583,0,0,0,109872.87,0,0,0,0,0,0,1244,0,0,25150,0,500,0,0,0,
? 0,0,0,0,100,0,0,0,0,0,0,500,41533.94,1365,0,0,11400,0,0,0,
? 0,0,10000,0,0,11000,0,0,0,0,0,0,11600,0,0,0,21530,0,2000,0,
? 10100,4500,5000,0,0,10000,0,28667,0,0,0,45000,0,0,0,0,0,100,0,0,
? 2100,0,0,0,1000,0,0,0,0,17000,0,0,0,0,0,0,0,0,140270,2000,
? 0,1900678.25,19450,0,0,4400,0,0,0,6136,0,0,0,0,0,0,0,0,0,0,
? 0,0,0,20900,0,0,525,8306,0,0,0,0,0,9497,0,291264,0,0,0,0,
? 0,2825,0,0,0,0,0,75000,0,0,0,0,0,6000,4300,3062,0,0,159649,0,
? 0,61329,0,0,0,0,0,0,0,0,0,214816,0,0,0,0,0,0,0,1200)
? In one of earlier mails, the following thing was suggested but I failed to
understand its contents. As sugegsted therein, I had referred actuar package but
couldn't understand the way to eatimate the paramters.
THE CONTENTS OF THE EARLIER MAIL
********************
You might want to look at the TransformedGamma or InverseTransformedGamma
distributions, which are part of the actuar package, see page 41, 25 here:
http://cran.r-project.org/web/packages/actuar/actuar.pdf
You can then use fitdistr of the MASS package to fit the parameters.
********************
Can someone guide me as to how to write the R-code for estimating the paramters
of "3 Parameter Gamma Distribution".
Thanking in advance
With regards
Maithili
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