Thank you very much and that is exactly what I am looking for. Another question would be how can I test the goodness of fit for the Pareto distribution?
J. Hosking wrote: > > 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. > > -- View this message in context: http://www.nabble.com/Fitted-Value-Pareto-Distribution-tf3914151.html#a11119224 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [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.
