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2010 Jul 14
2
R's Data Dredging Philosophy for Distribution Fitting
...er, one area my view has been humbled in is distribution
fitting.
I started by reading through
http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf After that
I started digging around on this forum and found posts like this one
http://r.789695.n4.nabble.com/Fitting-usual-distributions-td800000.html#a800000
that are close to what I'm after. That is, given an observation dataset, I
would like to call a function that cycles through numerous distributions
(common or not) and then ranks them for me based on Chi-Square,
Kolmogorov-Smirnov and/or Anderson-Darling, for example.
This ques...