Prof Brian Ripley a écrit : > 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). > Thank you for your help, this will be useful.
To answer your question, in the case of the truncated normal, the the truncation point is unfortunately not necessarily known. I am currently trying to figure out how to estimate the distribution parameters in this case. If you are interested, I will post the answer when I have it. Thanks again, Pierre-Matthieu Pair Softia Ingénierie [EMAIL PROTECTED] ______________________________________________ [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
