Displaying 8 results from an estimated 8 matches for "pareto1".
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pareto
2010 Aug 31
4
vglm
...ad.table("C:/Documents and
Settings/angieb/Desktop/CommercialGL/cl_ilf_claimdata.csv",header=TRUE,sep=",")
> names(mydata)
[1] "ILFTable" "liabLimit" "AnnAggLimit" "DedAmt" "Loss"
"TIL"
> fit=vglm(Loss~1,pareto1(location=alpha),trace=TRUE,crit="c")
Error in eval(expr, envir, enclos) : object "Loss" not found
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2007 Jun 13
2
Fitted Value Pareto Distribution
I would like to fit a Pareto Distribution and I am using the following codes.
I thought the fitted (fit1) should be the fitted value for the data, is it
correct? As the result of the "fitted" turns out to be a single value for
all.
fit=vglm(ycf1 ~ 1, pareto1(location=alpha), trace=TRUE, crit="c")
fitted(fit)
The result is
fitted(fit)
[,1]
[1,] 0.07752694
[2,] 0.07752694
[3,] 0.07752694
[4,] 0.07752694
[5,] 0.07752694
[6,] 0.07752694
[7,] 0.07752694
[8,] 0.07752694
[9,] 0.07752694
[10,] 0.07752694
[11,] 0.07752694
[12,...
2007 Jun 13
1
VGAM Pareto
I would like to fit a Pareto Distribution and I am using the following codes
fit=vglm(ycf1 ~ 1, pareto1(location=alpha), trace=TRUE, crit="c")
fitted(fit)
But the fitted values turn out to be the same for each observation. I guess
the problem is with "ycf1 ~ 1",
I would be grateful if anyone can give me some advice on how to define the
formula.
Many thanks
--
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2007 Jun 12
0
Pareto Distribution
I would like to fit a Pareto Distribution and I am using the following codes.
First, I thought the fitted (fit1) should be the fitted value for the data,
is it correct? As the result of the "fitted" turns out to be the same value.
fit=vglm(ycf1 ~ 1, pareto1(location=alpha), trace=TRUE, crit="c")
coef(fit, matrix=TRUE)
summary(fit)
fitted(fit)
Secondly, how can I plot the density for the fitted distribution?
Many thanks.
--
View this message in context: http://www.nabble.com/Pareto-Distribution-tf3908751.html#a11082669
Sent from the R help...
2009 Feb 02
0
Fitting data to Pareto distribution
...I haven't managed to get any of them to make the right
fits (as is evident when I check with the goodness of fit). One such option
is:
library(VGAM)
b1 <- read.table(file("FitPareto_Values.txt", encoding="latin1"))
b2 <- as.vector(t((b1[2])))
fit = vglm(b2 ~ 1, pareto1, trace=TRUE)
With this code, R returns a coefficient for the intercept in the Pareto
distribution as (-1.434) and this doesn't make any practical sense for the
scenario that I am trying to model.
Could anyone tell me where I could be going wrong? Or could you suggest
alternative ways of...
2006 Oct 27
0
VGAM package released on CRAN
...ltinomial Multinomial Logit Model
nakagami Nakagami Distribution Family Function
negbinomial Negative Binomial Distribution Family Function
normal1 Univariate normal distribution
paralogistic Paralogistic Distribution Family Function
pareto1 Pareto and Truncated Pareto Distribution Family
Functions
paretoIV Pareto(IV/III/II) Distribution Family Functions
persp.qrrvglm Perspective plot for QRR-VGLMs
poissonff Poisson Family Function
posbinomial Po...
2007 Apr 23
0
New version of actuar
...invexp
Inverse Pareto invpareto
Inverse paralogistic invparalogis
Inverse Weibull invweibull
Loggamma loggamma
Loglogistic llogis
Paralogistic paralogis
Pareto pareto
Single parameter Pareto pareto1
Transformed beta trbeta
Transformed gamma trgamma
All functions are coded in C for efficiency purposes and should
behave exactly like the functions in base R. For all distributions
that have a scale parameter, the corresponding functions have 'rate
= 1' a...
2007 Apr 23
0
New version of actuar
...invexp
Inverse Pareto invpareto
Inverse paralogistic invparalogis
Inverse Weibull invweibull
Loggamma loggamma
Loglogistic llogis
Paralogistic paralogis
Pareto pareto
Single parameter Pareto pareto1
Transformed beta trbeta
Transformed gamma trgamma
All functions are coded in C for efficiency purposes and should
behave exactly like the functions in base R. For all distributions
that have a scale parameter, the corresponding functions have 'rate
= 1' a...