similar to: Inverse gamma

Displaying 20 results from an estimated 10000 matches similar to: "Inverse gamma"

2009 Dec 11
2
Regularized gamma function/ incomplete gamma function
Dear all, I would be very grateful if you could help me with: Given the regularized gamma function Reg=int_0^r (x^(k-1)e^(-x))dx/int_0^Inf (x^(k-1)e^(-x))dx ; 0<r<Inf (which is eventually the ratio of the Incomplete gamma function by the gamma function), does anyone know of a package in R that would evaluate the derivative of the inverse of Reg with respect to k? I am aware that the
2004 Feb 05
5
rgamma question
I was trying to generate random numbers with a gamma distribution. In R the function is: rgamma(n, shape, rate = 1, scale = 1/rate). My question is that if X~gamma(alpha, beta) and I want to generate one random number where do I plug alpha and beta in rgamma? and, what is the meaning and use of rate? Thanks for your attention, Jorge [[alternative HTML version deleted]]
2011 Jan 13
1
Fitting an Inverse Gamma Distribution
http://r.789695.n4.nabble.com/file/n3216865/Inverse_Gamma.png Hello, I am seeking help in estimating the parameters of an inverse gamma distribution (from the 'actuar' package) using a function like 'fitdistr'. Unfortunately I haven't found such a package using findFn('fit Inverse Gamma') from the 'sos' package and was therefore hoping someone might be aware
2001 Oct 21
3
generating a gamma random variable
Dear R People, This question has nothing to do with R directly, but it is a simulation question. I need to generate a random variable distributed as gamma(\alpha,\beta), with the additional proviso that it must be a function of random variable(s) which do not depend on \alpha, \beta. In this case, I have \alpha = (T-1)/2, where T is a positive integer. So, it seems reasonable to first simulate
2009 Sep 17
2
QQ plotting of various distributions...
Hello! I am trying with this question again: I would like to test few distributional assumptions for some behavioral response data. There are few theories about true distribution of those data, like: normal, lognormal, gamma, ex-Gaussian (exponential-Gaussian), Wald (inverse Gaussian) etc. The best way would be via qq-plot, to show to students differences. First two are trivial: qqnorm(dat$X)
2007 Jun 16
1
GLM dist Gamma-links identity and inverse
Dear users; I am doing GLMs with the Gamma distribution, and I always get errors ("no valid set of coefficients: please supply starting values") or warnings ("NaNs produced in log(x)") when I use the links identity or inverse, but I don´t get them if I use the log link. For example: >
2007 Oct 26
1
glm with Student t for error distribution
Hello, My response variable seems to be distributed according to Student t with df=4. I have 320 observations and about 20 variables. I am wondering whether there is a way to fit glm with Student t for error distribution. Student t is not one of the family choices in glm function. How should I proceed to fit glm with Student t? I know that Student t is the Inverse Gamma with shape parameter
2012 Oct 04
2
Help with R Fitting an inverse Gamma
Dear all, I am new in R and would like to ask for someone's help in understanding where I go wrong with the following code: rm(list=ls()) # Required packages library(MCMCpack) # Simulated data set.seed(1) data = rinvgamma(n=250, shape = 5, scale = 2) + 2 hist(data) # log-likelihood ll = function(par){ if(par[1]>0 & par[2]>0 & par[3]<min(data)) return(
2011 Jul 14
1
glm() scale parameters and predicted Values
In glm() you can use the summary() function to recover the shape parameter (the reciprocal of the dispersion parameter). How do you recover the scale parameter? Also, in the given example, how I estimate and save the geometric mean of the predicted values? For a simple model you can use fitted() or predicted() functions. I will appreciate any help. ? ? ? #Call required R packages require(plyr)?
2008 Jul 07
4
Plot Mixtures of Synthetically Generated Gamma Distributions
Hi, I have the following vector which is created from 3 distinct distribution (three components) of gamma: x=c(rgamma(30,shape=.2,scale=14),rgamma(30,shape=12,scale=10),rgamma(30,shape=5,scale=6)) I want to plot the density curve of X, in a way that it shows a distinct 3 curves that represent each component. How can I do that? I tried this but doesn't work: lines(density(x)) Please
2010 Dec 02
1
initial values for alpha and beta in Gamma inverse
Hello I am trying to fit a model using glm function with family=Gamma(link="inverse"). Is it possible to give initial values, and how? I tried to search for info but not managed to get any answer. Kind regards and thanks in advance. Rosario [[alternative HTML version deleted]]
2008 Dec 09
1
glm error message when using family Gamma(link="inverse")
R 2.5 windows XP I am getting an error from glm() that I don't understand. Any help or suggestions would be appreciated. N.B. 1<=AAMTCAREJ<=327900 > summary(data$AAMTCAREJ) Min. 1st Qu. Median Mean 3rd Qu. Max. 1.0 404.3 1430.0 6567.0 5457.0 327900.0 > fitglm<-glm(AAMTCAREJ~sexcat+H_AGE+SmokeCat+InsuranceCat+MedicadeCat+ +
2005 Jul 27
7
gamma distribution
Hi R Users This is a code I wrote and just want to confirm if the first 1000 values are raw gamma (z) and the next 1000 values are transformed gamma (k) or not. As I get 2000 rows once I import into excel, the p - values beyond 1000 dont look that good, they are very high. -- sink("a1.txt"); for (i in 1:1000) { x<-rgamma(10, 2.5, scale = 10) y<-rgamma(10, 2.5, scale = 10)
2010 Mar 19
1
Gamma parametrization
Dear R users, ?rgamma gives me : rgamma(n, shape, rate = 1, scale = 1/rate) rate: an alternative way to specify the scale. The Gamma distribution with parameters ‘shape’ = a and ‘scale’ = s has density f(x)= 1/(s^a Gamma(a)) x^(a-1) e^-(x/s) Should I understand that scale=1/rate ? Is it written somewhere ? Then
2010 Jun 16
2
Fitting Gamma distribution
I'm looking for goodness of fit tests for gamma distributions with large data sizes and for different data. I have a matrix with around 4.000 data values in it and i have fitted a gamma distribution with "fitdistr". You can see the example: > fitdistr(corpo,"gamma",lower=0.001) Errore in optim(x = c(5000, 5000, 5000, 5000, 5000, 5000, 5000, 5000, 5000, :
2009 Jan 26
1
Goodness of fit for gamma distributions
I'm looking for goodness of fit tests for gamma distributions with large data sizes. I have a matrix with around 10,000 data values in it and i have fitted a gamma distribution over a histogram of the data. The problem is testing how well that distribution fits. Chi-squared seems to be used more for discrete distributions and kolmogorov-smirnov seems that large sample sizes make it had to
2005 May 23
1
transform normally distributed random terms to gamma distributed random terms
Hi, I have normally distributed random terms u~N(0,1). I want to get gamma distributed random terms g~(scale,shape) with E(g)=1=shape/scale and var(g)=theta=1/scale=1/shape. How can I reach my goal? The following way doesn't work: use the distribution function of u to get U(0,1)- distributed random terms, then take the quantile function of the gamma distribution with shape and scale. The
2009 Dec 11
3
how can generate from trunceted gamma distribution in R ?
Hi, all How can generate a sample from truncated inverse gamma distribution in R? thanks
2003 Nov 24
1
mle in the gamma model
Dear [R]-list, I'm looking for a classic equivalent of the wle.gamma function (library wle) that estimate robustly the shape and the scale parameters of gamma data. I have a vector of iid gamma rv : >data=rgamma(100,shape=10,scale=3) and a vector of their weights: >weights=c(rep(.5/70,70),rep(.25/20,20),rep(.25/10,10)) and want to estimate the scale and shape of the gamma
2007 Jun 05
1
Inverse of encodeString
What is the inverse of encodeString? For example, \u1 is some Unicode symbol. If I do s <- encodeString("\u1") then s will be the string "\001". But anything I do with s, will not return the Unicode that corresponds to \u1: cat(s, "\n") # prints \001 cat("\u1", "\n") # prints y with umlaut Alberto Monteiro