Re: [R] fitdistr for t distribution
l == lagreene lagreene...@gmail.com
on Fri, 15 May 2009 04:22:59 -0700 (PDT) writes:
l Thanks Jorge,
l but I still don't understand where they come from. when I use:
l fitdistr(mydata, t, df = 9) and get values for m and s, and the
variance
l of my data should be the df/s?
definitely *not*; How did you get to this completely wrong formula?
l I jsut want to be able to confirm how m and s are calculated
by maximum likelihood.
And, of course, only for the normal (aka Gaussian) are the ML
estimates of mu the artithmetic mean and of sigma (n-1)/n * sd(x)
{i.e. even *there* the ML estimate of s is *not* the SD}
As you can read on ?dt,
the variance of a (0,1)-t-distribution is df / (df - 2)
and hence only defined for df 2.
Consequently, the variance of a (mu,sigma)-t-distribution is
sigma^2 * df / (df - 2)
l mydt - function(x, m, s, df) dt((x-m)/s, df)/s
l fitdistr(x2, mydt, list(m = 0, s = 1), df = 9, lower = c(-Inf, 0))
{this is copy-pasted from example(dt);
the examples have nice comments there}
l Jorge Ivan Velez wrote:
Dear lagreene,
See the second example in
require(MASS)
?fitdistr
HTH,
Jorge
On Thu, May 14, 2009 at 7:15 PM, lagreene lagreene...@gmail.com wrote:
Hi,
I was wondering if anyone could tell me how m and s are calculated for a
t
distribution?
I thought m was the sample mean and s the standard deviation- but
obviously
I'm wrong as this doesn'y give the same answer.
Thank you
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Re: [R] fitdistr for t distribution
On Fri, May 15, 2009 at 6:22 AM, lagreene lagreene...@gmail.com wrote: Thanks Jorge, but I still don't understand where they come from. when I use: fitdistr(mydata, t, df = 9) and get values for m and s, and the variance of my data should be the df/s? I jsut want to be able to confirm how m and s are calculated I've wondered the same kind of thing and I've learned the answer is easy! It is not so easy for all R functions, but did you try this with fitdistr? library (MASS) fitdistr the output that follows is the ACTUAL FORMULA that is used to make the calculations! I've not yet mastered the art of getting code for some functions. predict function (object, ...) UseMethod(predict) environment: namespace:stats But I know there is a way to get that code if you know the correct way to run getS3method(). But I usually just go read the R source code rather than puzzle over that. mydt - function(x, m, s, df) dt((x-m)/s, df)/s fitdistr(x2, mydt, list(m = 0, s = 1), df = 9, lower = c(-Inf, 0)) Thanks anyway for the help! -- Paul E. Johnson Professor, Political Science 1541 Lilac Lane, Room 504 University of Kansas __ R-help@r-project.org 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.
Re: [R] fitdistr for t distribution
In addition to seeing the code by typing the name of the function (and copying it from there into a file), you can also enter debug(fitdistr), for example. Then the next time you use fitdistr, either directly or indirectly, it puts you in the environment of that function, and you can walk through it line by line, examining objects, changing them, etc. To get the code for an S3 generic function like predict, use the methods function, followed, e.g., by getAnywhere. Hope this helps. Spencer Graves Paul Johnson wrote: On Fri, May 15, 2009 at 6:22 AM, lagreene lagreene...@gmail.com wrote: Thanks Jorge, but I still don't understand where they come from. when I use: fitdistr(mydata, t, df = 9) and get values for m and s, and the variance of my data should be the df/s? I jsut want to be able to confirm how m and s are calculated I've wondered the same kind of thing and I've learned the answer is easy! It is not so easy for all R functions, but did you try this with fitdistr? library (MASS) fitdistr the output that follows is the ACTUAL FORMULA that is used to make the calculations! I've not yet mastered the art of getting code for some functions. predict function (object, ...) UseMethod(predict) environment: namespace:stats But I know there is a way to get that code if you know the correct way to run getS3method(). But I usually just go read the R source code rather than puzzle over that. mydt - function(x, m, s, df) dt((x-m)/s, df)/s fitdistr(x2, mydt, list(m = 0, s = 1), df = 9, lower = c(-Inf, 0)) Thanks anyway for the help! __ R-help@r-project.org 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.
Re: [R] fitdistr for t distribution
Thanks Jorge, but I still don't understand where they come from. when I use: fitdistr(mydata, t, df = 9) and get values for m and s, and the variance of my data should be the df/s? I jsut want to be able to confirm how m and s are calculated mydt - function(x, m, s, df) dt((x-m)/s, df)/s fitdistr(x2, mydt, list(m = 0, s = 1), df = 9, lower = c(-Inf, 0)) Thanks anyway for the help! Jorge Ivan Velez wrote: Dear lagreene, See the second example in require(MASS) ?fitdistr HTH, Jorge On Thu, May 14, 2009 at 7:15 PM, lagreene lagreene...@gmail.com wrote: Hi, I was wondering if anyone could tell me how m and s are calculated for a t distribution? I thought m was the sample mean and s the standard deviation- but obviously I'm wrong as this doesn'y give the same answer. Thank you -- View this message in context: http://www.nabble.com/fitdistr-for-t-distribution-tp23550779p23550779.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org 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. [[alternative HTML version deleted]] __ R-help@r-project.org 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/fitdistr-for-t-distribution-tp23550779p23557778.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org 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.
Re: [R] fitdistr for t distribution
Dear lagreene, See the second example in require(MASS) ?fitdistr HTH, Jorge On Thu, May 14, 2009 at 7:15 PM, lagreene lagreene...@gmail.com wrote: Hi, I was wondering if anyone could tell me how m and s are calculated for a t distribution? I thought m was the sample mean and s the standard deviation- but obviously I'm wrong as this doesn'y give the same answer. Thank you -- View this message in context: http://www.nabble.com/fitdistr-for-t-distribution-tp23550779p23550779.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org 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. [[alternative HTML version deleted]] __ R-help@r-project.org 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.
