Re: [R] Fitting Pareto distribution to some data
On 9/3/06, Prof Brian Ripley [EMAIL PROTECTED] wrote:
I am trying to fit Pareto distribution to some data. MASS package does
not support Pareto distribution. Is there some alternative way?
Actually fitdistr{MASS} does if you supply the pdf for a Pareto.
That is not in base R, but easy to write for yourself.
It seems that Pareto and generalized Pareto is in several packages,
including POT SoPhy VaR evd evir fExtremes lmomco.
Thanks, Prof Brian Ripley.
Paul
__
R-help@stat.math.ethz.ch 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] Fitting Pareto distribution to some data
Paul, Package lmomco fits generalized pareto (three parameter) using method of L-moments. I suspect that other packages that Brian identified use method of moments or other. William On Sep 3, 2006, at 10:55 AM, Paul Smith wrote: Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Thanks in advance, Paul __ R-help@stat.math.ethz.ch 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. __ R-help@stat.math.ethz.ch 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] Fitting Pareto distribution to some data
On 9/4/06, William Asquith [EMAIL PROTECTED] wrote: Package lmomco fits generalized pareto (three parameter) using method of L-moments. I suspect that other packages that Brian identified use method of moments or other. That is excellent to learn that, William. Thanks. Paul On Sep 3, 2006, at 10:55 AM, Paul Smith wrote: Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Thanks in advance, Paul __ R-help@stat.math.ethz.ch 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. __ R-help@stat.math.ethz.ch 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.
[R] Fitting Pareto distribution to some data
Dear All I am trying to fit Pareto distribution to some data. MASS package does not support Pareto distribution. Is there some alternative way? Thanks in advance, Paul __ R-help@stat.math.ethz.ch 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] Fitting Pareto distribution to some data
On Sun, 3 Sep 2006, Paul Smith wrote:
Dear All
I am trying to fit Pareto distribution to some data. MASS package does
not support Pareto distribution. Is there some alternative way?
Actually fitdistr{MASS} does if you supply the pdf for a Pareto.
That is not in base R, but easy to write for yourself.
It seems that Pareto and generalized Pareto is in several packages,
including POT SoPhy VaR evd evir fExtremes lmomco.
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UKFax: +44 1865 272595
__
R-help@stat.math.ethz.ch 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.
