Re: [R] Fitting Pareto distribution to some data

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Sun 03 Sep 2006 - 16:30:53 GMT

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,                  ripley@stats.ox.ac.uk
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, UK                Fax:  +44 1865 272595

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Received on Mon Sep 04 02:34:36 2006

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