"Carsten Steinhoff" <[EMAIL PROTECTED]> writes: > Hello, > > > > maybe that my Question is a "beginner"-Question, but up to now, my research > didn't bring any useful result. > > > > I'm trying to fit a distribution (e.g. lognormal) to a given set of data > (ML-Estimation). I KNOW about my data that there is a truncation for all > data below a well known threshold. Is there an R-solution for an > ML-estimation for this kind of data-problem? As far as I've seen the > "fitdistr" in package "MASS" doesn't solve this problem. > > > > Thank you for any information!
Truncated or censored? (i.e. do you know that an observation is below threshold or is such an observation just never seen?) If it really is truncated, just use fitdistr on function(x,m,s) dlnorm(x, m, s) / plnorm(threshhold, m, s, lower.tail=FALSE) if censored, use fitdistr on function(x,m,s) ifelse(x > threshold, dlnorm(x, m, s), plnorm(threshhold, m, s) [which, for the mathematically inclined, *is* a density w.r.t. the sum of a continuous measure on a half-line and a point measure at the threshold] -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html