Thank you David,
I've followed you example and I found the parameters I need. I also
write a script using zetaff distribution and also this works well.
Thank you again,
Mauro
David Barron ha scritto:
I don't claim to be a huge expert on this, but I think you are mistaken
about what you are getting when you use the zipf family with the vglm
function. From what I can tell from the documentation, this does indeed
give you an estimate of the parameter of the zipf distribution. I've tried
to "test" this using some random numbers (probably not strictly correct
procedure, but I think it's a reasonable approximation):
set.seed(1234)
N <- 5
y <- (1:N)
alpha <- 2.5 # this is the parameter of the zipf distribution
p <- 1/(y^alpha) ; p <- p/sum(p)
n <- 100000
x <- sample (y, n, replace=TRUE, prob=p)
w <- as.vector(table(x))
fit = vglm (y ~ 1, zipf(link=identity, init=2), tra=TRUE, weight=w)
Coef(fit)
s
2.501086
Is this not what you need?
On 08/02/07, Mauro Rossi <[EMAIL PROTECTED]> wrote:
Dear David,
thank you for your reply.
I tried to use the package VGAM, the function "zipf" and also the
function "zetaff", but these functions don't allow me to estimate
parameters directly, I have to use a Gerneralized Linear Model or a
Generalized Additive Model (vgam or vglm functions) and I don't want to
use those. Don't you know a way to apply these tools to my data?
At the end my PMF has to be Y=f(X) where f(X) is a zeta or a zipf
distribution, while using VGAM the PMF is Y = b0 + b1*f(X1)+ ...
+bn*f(Xn). Do you know how I can write the script using the VGAM
function for the PMF I need?
Thank you in advance,
Mauro Rossi
David Barron ha scritto:
Does the zipf function in the VGAM package do what you want?
On 08/02/07, *Mauro Rossi* <[EMAIL PROTECTED]
<mailto:[EMAIL PROTECTED]>> wrote:
Dear R user,
I want to estimate the parameter of ZETA or/and ZIPF distributions
using R, given a series of integer values. Do you know a package
(similar to MASS) or a function (similar to fitdistr) I can use to
estimate the parameter of these distributions using MLE method?
Otherwise do you know a function (which use MLE method to estimate
distribution parameters) that allow me to specify a PDF or PMF?
Thanks,
Regards
Mauro Rossi
--
Mauro Rossi
Istituto di Ricerca per la Protezione Idrogeologica
Consiglio Nazionale delle Ricerche
Via della Madonna Alta, 126
06128 Perugia
Italia
Tel. +39 075 5014421
Fax +39 075 5014420
______________________________________________
[email protected] <mailto:[email protected]> mailing
list
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PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
<http://www.R-project.org/posting-guide.html>
and provide commented, minimal, self-contained, reproducible code.
--
=================================
David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP
--
Mauro Rossi
Istituto di Ricerca per la Protezione Idrogeologica
Consiglio Nazionale delle Ricerche
Via della Madonna Alta, 126
06128 Perugia
Italia
Tel. +39 075 5014421
Fax +39 075 5014420
--
Mauro Rossi
Istituto di Ricerca per la Protezione Idrogeologica
Consiglio Nazionale delle Ricerche
Via della Madonna Alta, 126
06128 Perugia
Italia
Tel. +39 075 5014421
Fax +39 075 5014420
______________________________________________
[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
and provide commented, minimal, self-contained, reproducible code.
