On Mon, 15 May 2006, Pair Pierre-Matthieu wrote: > Hello, > > I am currently writing a program whose goal is to fit usual > distributions (estimating parameters and confidence intervals for a > given distribution). > > After some research in R, R-help and google I have found most of what I > was looking for (especially thanks to MASS - fitdistr() ), however there > are still a few distributions I could not find R code for: Multinormal, > Truncated normal, Triangular, Uniform, Binomial, Multinomial. > > If there are any packages to fit these, a pointer in the right direction > would be most appreciated.
You don't need R code for most of these. Binomial, Multinomial: the MLEs are the sample proportions, and the se's are textbook formulae. Can also be done in fitdistr. Triangular, Uniform: non-standard estimation problems, but the MLEs of the support are the sample maximum and minimum. For a CI, you will need a profile likelihood interval, or some such. Truncated normal: pretty easy to do in fitdistr, provided the truncation point is known (is it?). Multinormal: the MLEs are the sample mean and the sample covariance (divisor n). -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
