[R] Kolmogorow-Smirnow-Test to check if Data comes from Subbotin distribution

2008-12-13 Thread Sara Sievert
Hi, I have a Data Set x and I want to check with a Kolmogorow-Smirnow-Test, if x comes from a Subbotin Distribution, whose density function is: function(x,location,scale,tail) # Exponential power (=Subbotin) { const- 2*scale*tail^(1/tail) *gamma(1+1/tail) z- (x-location)/scale

[R] (no subject)

2008-12-10 Thread Sara Sievert
Hello! I've fitted a time series to the exponential power density (Subbotin) with the following function: library(MASS) dep- function(x,location,scale,tail) # Exponential power (=Subbotin) { const- 2*scale*tail^(1/tail) *gamma(1+1/tail) z- (x-location)/scale exp(-1/tail*abs(z)^tail)/const