Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2023-01-19 Thread Ken Kleinman
There's at least one package that can do zero-inflated gamma regression (Rfast2::zigamma). I'm not sure it's ML, though. On Thu, Jan 19, 2023 at 10:17 AM Jeff Newmiller wrote: > Beware of adding a constant... the magnitude of the constant used can have > an outsized impact on the answer

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2023-01-19 Thread Marc Girondot via R-help
Another situation for the presence of 0 is about dosage when concentration is below the detection limit. It is not necessary to discretize the data. We propose a method here: Salvat-Leal I, Cortés-Gómez AA, Romero D, Girondot M (2022) New method for imputation of unquantifiable values using

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2023-01-19 Thread Jeff Newmiller
Beware of adding a constant... the magnitude of the constant used can have an outsized impact on the answer obtained. See e.g. https://gist.github.com/jdnewmil/99301a88de702ad2fcbaef33326b08b4 On January 19, 2023 3:49:29 AM PST, peter dalgaard wrote: >Not necessarily homework, Bert. There's a

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2023-01-19 Thread peter dalgaard
Not necessarily homework, Bert. There's a generic issue with MLE and rounded data, in that gamma densities may be 0 at the boundary but small numbers are represented as 0, making the log-likelihood -Inf. The cleanest way out is to switch to a discretized distribution in the likelihood, so

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2023-01-10 Thread Bert Gunter
Is this homework? This list has a no-homework policy. -- Bert On Tue, Jan 10, 2023 at 8:13 AM Nyasha wrote: > > Please how can one go about this one? I don't know how to go about it. > > [[alternative HTML version deleted]] > > __ >

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2023-01-10 Thread Nyasha
Please how can one go about this one? I don't know how to go about it. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the

[R] MLE Estimation in Extreme Value Approach to VaR (using Frechet distribution)

2016-09-23 Thread Preetam Pal
Hi R-Users, I am trying to estimate 95%-le VaR (Value-at-Risk) of a portfolio using Extreme Value Theory. In particular, I'll use the Frechet distribution (heavy left tail), I have data on percentage returns ( R_t) for T = 5000 past dates. This data has been divided into g = 50 non-overlapping

[R] MLE estimation

2011-02-27 Thread Ning Cheng
Dear List, This problem is more a statistic one than a R one. Any one can recommend me some references website or online paper on maximum likelihood estimation?I'm now working on that,while still doubt how to prove that the estimated parameters are normal distributed. Thanks for your time and

Re: [R] MLE estimation

2011-02-27 Thread Mark Lamias
Check out Casella and Berger's Statistical Inference.  ISBN 978-81-315-0394-2 or http://en.wikipedia.org/wiki/Maximum_likelihood as an online reference. --Mark J. Lamias From: Ning Cheng wakinchaue...@gmail.com To: r-help@r-project.org Sent: Sunday, February 27, 2011 3:19 PM Subject: [R] MLE

Re: [R] MLE estimation

2011-02-27 Thread David Cross
I am partial to Gary King's book: Unifying Political Methodology: The Likelihood Theory of Statistical Inference (University of Michigan Press, 1998) Cheers David Cross d.cr...@tcu.edu www.davidcross.us On Feb 27, 2011, at 2:19 PM, Ning Cheng wrote: Dear List, This problem is more a

[R] MLE estimation of constrained mean Singh-Maddala distribution

2009-07-31 Thread Josh Parcel
INTRODUCTION TO THE PROBLEM I am trying to fit a distribution to a dataset. The distribution that I am currently considering is the (3-parameter) Singh-Maddala (Burr) distribution. The final model will fix the mean of the distribution to a given value and estimate the remaining parameters

[R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2008-06-11 Thread Fox, Aaron
Greetings, all I am having difficulty getting the fitdistr() function to return without an error on my data. Specifically, what I'm trying to do is get a parameter estimation for fracture intensity data in a well / borehole. Lower bound is 0 (no fractures in the selected data interval), and upper

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2008-06-11 Thread Peter Dalgaard
Fox, Aaron wrote: Greetings, all I am having difficulty getting the fitdistr() function to return without an error on my data. Specifically, what I'm trying to do is get a parameter estimation for fracture intensity data in a well / borehole. Lower bound is 0 (no fractures in the selected data

Re: [R] MLE Estimation of Gamma Distribution Parameters for data with 'zeros'

2008-06-11 Thread Ben Bolker
Fox, Aaron Afox at golder.com writes: Greetings, all I am having difficulty getting the fitdistr() function to return without an error on my data. Specifically, what I'm trying to do is get a parameter estimation for fracture intensity data in a well / borehole. Lower bound is 0 (no