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

From: Peng Jiang <jp021_at_sjtu.edu.cn>
Date: Mon, 30 Jun 2008 20:05:13 +0800

  I agree with Ben . without providing any information of the data, we    cannot make inference on the distribution itself.    actually density estimation is a tough problem( and classical ). Of course,
  there are methods like GMM or some other method based on statistical learning,
  however, they make assumptions and only do the approximation.

I hope anyone can explain more on this topic using more R specific language.

On 2008-6-30, at 下午7:50, Ben Bolker wrote:

> 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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Peng Jiang 江鹏 ,Ph.D. Candidate
Antai College of Economics & Management
安泰经济管理学院
Department of Mathematics
数学系
Shanghai Jiaotong University (Minhang Campus) 800 Dongchuan Road
200240 Shanghai
P. R. China

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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. Received on Mon 30 Jun 2008 - 12:18:08 GMT

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