Re: [R] Fitting Pareto distribution to some data

2006-09-04 Thread Paul Smith
On 9/3/06, Prof Brian Ripley [EMAIL PROTECTED] wrote: I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Actually fitdistr{MASS} does if you supply the pdf for a Pareto. That is not in base R, but easy to

Re: [R] Fitting Pareto distribution to some data

2006-09-04 Thread William Asquith
Paul, Package lmomco fits generalized pareto (three parameter) using method of L-moments. I suspect that other packages that Brian identified use method of moments or other. William On Sep 3, 2006, at 10:55 AM, Paul Smith wrote: Dear All I am trying to fit Pareto distribution to some

Re: [R] Fitting Pareto distribution to some data

2006-09-04 Thread Paul Smith
On 9/4/06, William Asquith [EMAIL PROTECTED] wrote: Package lmomco fits generalized pareto (three parameter) using method of L-moments. I suspect that other packages that Brian identified use method of moments or other. That is excellent to learn that, William. Thanks. Paul On Sep 3,

Re: [R] Fitting Pareto distribution to some data

2006-09-03 Thread Prof Brian Ripley
On Sun, 3 Sep 2006, Paul Smith wrote: Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Actually fitdistr{MASS} does if you supply the pdf for a Pareto. That is not in base R, but easy to write for