Dear all, I need to plot an cumulative distribution plot of a variable and then to fit a distribution to that, probably a weibull or lognormal. I have plotted the ecdf as> plot(ecdf(x))but I haven't managed to fit the distribution. I have as well attached the data. I would appreciate if you could help me on that. Thank you. Kind regards Maria -------------- next part -------------- An embedded and charset-unspecified text was scrubbed... Name: example.txt URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20110315/ef805eb5/attachment.txt>
On Mar 15, 2011, at 12:00 PM, Lathouri, Maria wrote:> Dear all, > > I need to plot an cumulative distribution plot of a variable and > then to fit a distribution to that, probably a weibull or lognormal. > > I have plotted the ecdf as >> plot(ecdf(x)) > > but I haven't managed to fit the distribution. I have as well > attached the data.Try a search on one of the R search sites with: "Fitting distributions with R" # use the quotes> > I would appreciate if you could help me on that. > > Thank you. > > Kind regards > Maria > <example.txt>______________________________________________ > 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.David Winsemius, MD West Hartford, CT
Hi: The fitdistrplus package from CRAN may be useful. I tried it on your data and the lognormal seemed to fit well, apart from the outlier. I just followed the vignette that accompanies the package. library(fitdistplus) plotdist(NOEccu) # ecdf descdist(NOEccu, boot = 1000) # Cullen-Frey graph based on 1000 bootstrap samples # The Cullen-Frey graph suggests that the distribution is somewhere between a Gamma and lognormal # Weibull N1w <- fitdist(NOEccu, 'weibull') # Warning messages: # 1: In dweibull(x, shape, scale, log) : NaNs produced # 2: In dweibull(x, shape, scale, log) : NaNs produced plot(N1w) summary(N1w) # Gamma N1g <- fitdist(NOEccu, 'gamma') # Warning messages: # 1: In dgamma(x, shape, scale, log) : NaNs produced # 2: In dgamma(x, shape, scale, log) : NaNs produced # 3: In dgamma(x, shape, scale, log) : NaNs produced # 4: In dgamma(x, shape, scale, log) : NaNs produced plot(N1g) summary(N1g) # Lognormal N1l <- fitdist(NOEccu, 'lnorm') plot(N1l) summary(N1l) Try it out and see if it suits your needs. HTH, Dennis On Tue, Mar 15, 2011 at 9:00 AM, Lathouri, Maria < m.lathouri06@imperial.ac.uk> wrote:> Dear all, > > I need to plot an cumulative distribution plot of a variable and then to > fit a distribution to that, probably a weibull or lognormal. > > I have plotted the ecdf as > > plot(ecdf(x)) > > but I haven't managed to fit the distribution. I have as well attached the > data. > > I would appreciate if you could help me on that. > > Thank you. > > Kind regards > Maria > > ______________________________________________ > R-help@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. > >[[alternative HTML version deleted]]
Note that fitting to the ECDF will result in a distribution estimator that has the same mean squared error as the ECDF. That makes it difficult to see the value of fitting. Frank Lathouri, Maria wrote> > Dear all, > > I need to plot an cumulative distribution plot of a variable and then to > fit a distribution to that, probably a weibull or lognormal. > > I have plotted the ecdf as >> plot(ecdf(x)) > > but I haven't managed to fit the distribution. I have as well attached the > data. > > I would appreciate if you could help me on that. > > Thank you. > > Kind regards > Maria > > ______________________________________________ > R-help@ 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. >----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/fitting-a-distribution-to-a-ecdf-plot-tp3357015p4114902.html Sent from the R help mailing list archive at Nabble.com.