Re: [R] Method for checking automatically which distribtions fits a data

From: Stephen Tucker <brown_emu_at_yahoo.com>
Date: Mon, 07 Jul 2008 00:03:10 -0700 (PDT)


I don't know that there is a single function, but you can perhaps apply a sequence of available functions -

For instance, you can use fitdistr() in library(MASS) to estimate optimal parameters for a candidate set of distributions; then look at each fit and also compare the deviance among the fits (possibly penalizing distributions which require more parameters - for instance, using the Akaike Information Criterion(?)).

Hi,

Suppose I have a vector of data.
Is there a method in R to help us automatically suggest which distributions fits to that data (e.g. normal, gamma, multinomial etc) ?


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