Re: [R] Fitdistrplus and Parameter Constraints

[Christophe Dutang]

Dear Lorenzo,

Please do read the posting guide (https://www.r-project.org/posting-guide.html) 
: The ‘main’ R mailing list, for discussion about problems and solutions using 
R, about the availability of new functionality for R and documentation of R, 
comparison and compatibility with S-plus, and for the posting of nice examples 
and benchmarks.


For your problem, you could do something like this

x <- rbeta(1000, 3, 3)

dbeta2 <- function(x, shape, ...)
dbeta(x, shape, shape, ...)
pbeta2 <- function(q, shape, ...)
pbeta(q, shape, shape, ...) 

library(fitdistrplus)
fitdist(x, "beta2", start=list(shape=1/2))

x <- rbeta(1000, .3, .3)
fitdist(x, "beta2", start=list(shape=1/2), optim.method="L-BFGS-B", lower=1e-2) 
 
Regards, Christophe
---
Christophe Dutang
LMM, UdM, Le Mans, France
web: http://dutangc.free.fr

> Le 23 mai 2017 à 18:22, Lorenzo Isella  a écrit :
> 
> Dear All,
> In principle it is a simple question, but not idea about how to tackle
> it.
> Suppose you have a distribution depending on two parameters,
> e.g. beta(a,b).
> For some reasons, you want to impose
> that the two parameters of the beta distribution are identical,
> i.e. you want to fit your data to beta(a,a).
> For instance
> 
> x<-rbeta(1000, 0.1, 0.1)
> require(fitdistrplus)
> 
> mm<-fitdist(x, "beta",  method = "mge")
> 
> 
> is how you would normally fit a sample, but I do not know how to
> impose the constrain a=b before the fitting.
> Any suggestion is appreciated.
> Cheers
> 
> Lorenzo

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[R] Fitdistrplus and Parameter Constraints

[Lorenzo Isella]

Dear All,
In principle it is a simple question, but not idea about how to tackle
it.
Suppose you have a distribution depending on two parameters,
e.g. beta(a,b).
For some reasons, you want to impose
that the two parameters of the beta distribution are identical,
i.e. you want to fit your data to beta(a,a).
For instance

x<-rbeta(1000, 0.1, 0.1)
require(fitdistrplus)

mm<-fitdist(x, "beta",  method = "mge")


is how you would normally fit a sample, but I do not know how to
impose the constrain a=b before the fitting.
Any suggestion is appreciated.
Cheers

Lorenzo

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R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.