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integer
2011 Feb 25
0
Fitting distribution in range
...stributions such that
the integral from min(x) to max(x) of the fitted distribution will be one.
Therefore I have wrote my own log-likelihood functions and then I am using
mle {stats4}. So, for example:
ll_gamma <- function(a,b) {
integrand <- function(y){dgamma(y, shape=a, rate=b)}
integ_res <- tryCatch({integrate(integrand,min_x,max_x)$value},
error=function(err){0});
if (integ_res == 0) { return(NA) }
C = 1 / integ_res
res = -(sum(log(C*dgamma(x,shape=a,rate=b))))
return(res)
}
m <- mean(x)
v <- var(x)
fit <- mle(minuslog=ll_gamma,start=list(a=m^2/v,b=m...