Hello all, I am a newbie in R so I would appreciate a little help on my topic :-) Firstly, I would like to fit a Cauchy distribution to my data. Any ideas for that? And secondly I would like to see the difference between my data and the fitting and how statistical important is that difference. Thanks in advance -- View this message in context: http://r.789695.n4.nabble.com/Cauchy-distribution-tp2999172p2999172.html Sent from the R help mailing list archive at Nabble.com.
Hello all, I am a newbie in R so I would appreciate a little help on my topic :-) Firstly, I would like to fit a Cauchy distribution to my data. Any ideas for that? And secondly I would like to see the difference between my data and the fitting and how statistical important is that difference. Thanks in advance -- View this message in context: http://r.789695.n4.nabble.com/Cauchy-distribution-tp2999202p2999202.html Sent from the R help mailing list archive at Nabble.com.
evage <el_vagena <at> hotmail.com> writes:> Firstly, I would like to fit a Cauchy distribution to my data. Any ideas for > that?Start with library("MASS") fitdistr(x,"cauchy")> And secondly I would like to see the difference between my data and the > fitting and how statistical important is that difference.General goodness-of-fit tests against an unspecified alternative are a little tricky for continuously distributed data. You could use ?ks.test , but the results will not be quite right because you will have estimated the parameters from the data -- see the last paragraph in the help page under "Details". It is easier to evaluate relative goodness-of-fit of the Cauchy vs some other distribution.