Dear ALL
I have a list of data below
0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559
0.85009 0.85804 0.73324 1.04826 0.84002
1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549
0.93641 0.80418 0.95285 0.76876 0.82588
1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696
0.82364 0.84390 0.71402 0.80293 1.02873
all of them are ninty.
Nowaday, i try to find a distribution to fit those data.
Firstly, I normalize the data, i.e.. (x-mean(X))/(sd(X))
i utilize the SAS to fit my data. Then i obtain the result below
##-------------------------------------------------------------------------------------------------------------
Parameters for Lognormal
Distribution
Parameter Symbol
Estimate
Threshold Theta
-1.51062
Scale
Zeta 0.237283
Shape Sigma
0.593481
Mean
0.001321
Std
Dev 0.982435
##-------------------------------------------------------------------------------------------------------------------
however, i confuse about the threshold parameter..
How to get it? Does it be able to be calculated by R?
Thanks a lot......
Here is what I get from using 'fitdistr' in R to fit to a lognormal. The resulting density plot from the distribution seems to be a reason match to the data.> x <- scan()1: 0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559 9: 0.85009 0.85804 0.73324 1.04826 0.84002 14: 1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549 22: 0.93641 0.80418 0.95285 0.76876 0.82588 27: 1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696 35: 0.82364 0.84390 0.71402 0.80293 1.02873 40: Read 39 items> plot(density(x)) > library(MASS) > fitdistr(x, 'lognormal')meanlog sdlog -0.13480636 0.19118861 ( 0.03061468) ( 0.02164785)> lines(dlnorm(x, -.1348, .1911), col='red')On Sat, Apr 4, 2009 at 8:30 AM, Abelian <abelian1982 at gmail.com> wrote:> Dear ALL > I have a list of data below > 0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559 > 0.85009 0.85804 0.73324 1.04826 0.84002 > 1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549 > 0.93641 0.80418 0.95285 0.76876 0.82588 > 1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696 > 0.82364 0.84390 0.71402 0.80293 1.02873 > all of them are ninty. > Nowaday, i try to find a distribution to fit those data. > Firstly, I normalize the data, i.e.. (x-mean(X))/(sd(X)) > i utilize the SAS to fit my data. Then i obtain the result below > ##------------------------------------------------------------------------------------------------------------- > ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Parameters for Lognormal > Distribution > > ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Parameter ? Symbol > Estimate > > ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Threshold ? Theta > -1.51062 > ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Scale > Zeta ? ? ?0.237283 > ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Shape ? ? ? Sigma > 0.593481 > > Mean > 0.001321 > ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Std > Dev ? ? ? ? ? ? ? ? ? 0.982435 > ##------------------------------------------------------------------------------------------------------------------- > however, i confuse about the threshold parameter.. > How to get it? Does it be able to be calculated by R? > Thanks a lot...... > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Jim Holtman Cincinnati, OH +1 513 646 9390 What is the problem that you are trying to solve?
Abelian wrote:> Dear ALL > I have a list of data below > 0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559 > 0.85009 0.85804 0.73324 1.04826 0.84002 > 1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549 > 0.93641 0.80418 0.95285 0.76876 0.82588 > 1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696 > 0.82364 0.84390 0.71402 0.80293 1.02873 > all of them are ninty. > Nowaday, i try to find a distribution to fit those data. > Firstly, I normalize the data, i.e.. (x-mean(X))/(sd(X)) > i utilize the SAS to fit my data. Then i obtain the result below > ##------------------------------------------------------------------------------------------------------------- > Parameters for Lognormal > Distribution > > Parameter Symbol > Estimate > > Threshold Theta > -1.51062 > Scale > Zeta 0.237283 > Shape Sigma > 0.593481 > > Mean > 0.001321 > Std > Dev 0.982435 > ##------------------------------------------------------------------------------------------------------------------- > however, i confuse about the threshold parameter.. > How to get it? Does it be able to be calculated by R?Function pelln3 in package lmom will estimate all 3 parameters of the 3-parameter lognormal distribution, including the threshold ... > x <- scan(textConnection(" + 0.80010 0.72299 0.69893 0.99597 0.89200 0.69312 0.73613 1.13559 + 0.85009 0.85804 0.73324 1.04826 0.84002 + 1.76330 0.71980 0.89416 0.89450 0.98670 0.83571 0.73833 0.66549 + 0.93641 0.80418 0.95285 0.76876 0.82588 + 1.09394 1.00195 1.14976 0.80008 1.11947 1.09484 0.81494 0.68696 + 0.82364 0.84390 0.71402 0.80293 1.02873 + ")) Read 39 items > > y <- (x-mean(x))/sd(x) > > library(lmom) > pelln3(samlmu(y)) zeta mu sigma -1.5362134 0.2554631 0.5896735 J. R. M. Hosking