Re: [R] Which distribution best fits the data?

From: Ben Bolker <bolker_at_ufl.edu>
Date: Mon, 30 Jun 2008 11:50:11 +0000 (UTC)

Jenny Barnes <jmb <at> mssl.ucl.ac.uk> writes:

>
> Dear R-help community,
>
> Does anybody know of a stats function in R that tells you which
> distribution best fits your data? I have tried look through the archives
> but have only found functions that tell you if it's normal or log etc.
> specifically - I am looking for a function that tells you (given a
> timeseries) what the distribution is.
>
> Any help/advice will be greatly appreciated,
>
> All the best,
>
> Jenny Barnes
>
> jmb <at> mssl.ucl.ac.uk

   The problem is that it's not generally a good idea to data-dredge in this way. Your best bet is to think about the characteristics of the data (discrete or continuous, non-negative or real, symmetric or skewed) and try to narrow it down to a few distributions -- then you can use fitdistr() (from the MASS package) or something similar to compare among them.

  If you say a little bit more about what you're trying to do with the data you might get some more specific advice.

  Ben Bolker



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