Dear friends from the R community, Hope you are all doing great. So far, whenever I need to perform distribution fitting on a particular dataset, I make use of R package fitdistrplus. However, distribution fitting using the fitdist() function from fitdistrplus is rather manual (you need to specify which probability distribution you are trying to fit), and it would be more convenient if the function tested all possible probability distributions (or a bunch of them) and then estimates the parameters and suggests the most suitable distribution. Is there any package besides fitdistrplus that does allow automatic distribution fitting? Best regards, Paul [[alternative HTML version deleted]]
"all possible probability distributions" I doubt that is a finite set. To select "a bunch of them" would seem to imply a reduction of that set based on what's possible/promising/pertinent in your specific problem. IMHO, what's the "most suitable distribution" tends to depend partly on knowledge of the subject matter of your problem. Doesn't that put you back in your present situation? ---JRG On 10/26/22 09:41, Paul Bernal wrote:> Dear friends from the R community, > > Hope you are all doing great. So far, whenever I need to perform > distribution fitting on a particular dataset, I make use of R package > fitdistrplus. > > However, distribution fitting using the fitdist() function from > fitdistrplus is rather manual (you need to specify which probability > distribution you are trying to fit), and it would be more convenient if the > function tested all possible probability distributions (or a bunch of them) > and then estimates the parameters and suggests the most suitable > distribution. > > Is there any package besides fitdistrplus that does allow automatic > distribution fitting? > > Best regards, > Paul > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.
A Cullen & Frey graph (fitdistrplus::descdist) can be used to compare certain common distributions. On Wed, Oct 26, 2022 at 9:42 AM Paul Bernal <paulbernal07 at gmail.com> wrote:> > Dear friends from the R community, > > Hope you are all doing great. So far, whenever I need to perform > distribution fitting on a particular dataset, I make use of R package > fitdistrplus. > > However, distribution fitting using the fitdist() function from > fitdistrplus is rather manual (you need to specify which probability > distribution you are trying to fit), and it would be more convenient if the > function tested all possible probability distributions (or a bunch of them) > and then estimates the parameters and suggests the most suitable > distribution. > > Is there any package besides fitdistrplus that does allow automatic > distribution fitting? > > Best regards, > Paul > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.-- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com