livia wrote: > I would like to fit a Pareto Distribution and I am using the following codes. > > I thought the fitted (fit1) should be the fitted value for the data, is it > correct? As the result of the "fitted" turns out to be a single value for > all. > > fit=vglm(ycf1 ~ 1, pareto1(location=alpha), trace=TRUE, crit="c") > fitted(fit) > > The result is > fitted(fit) > [,1] > [1,] 0.07752694 > [2,] 0.07752694 > [3,] 0.07752694 > [4,] 0.07752694 > [5,] 0.07752694 > [6,] 0.07752694 > [7,] 0.07752694 > [8,] 0.07752694 > [9,] 0.07752694 > [10,] 0.07752694 > [11,] 0.07752694 > [12,] 0.07752694 > [13,] 0.07752694 > > Could anybody give me some advice? >
I don't have whatever package function 'vglm' comes from (did you follow the instructions in the last two lines of your post?), but you can fit a GPD and get fitted values for it by some such approach as this: library(POT) threshold <- 0 # probably para <- fitgpd(ycf1, threshold, method="pwmu")$param ycf1.fit <- qgpd( ppoints(ycf1, a=0.44), threshold, para[1], para[2]) Note that the above code contains my own preferences for fitting method and plotting positions: yours may differ. J. R. M. Hosking ______________________________________________ [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.
