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

From: Ben Bolker <bolker_at_ufl.edu>
Date: Mon, 07 Jul 2008 13:49:14 +0000 (UTC)

Stephen Tucker <brown_emu <at> yahoo.com> writes:

>
> 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(?)).
>
> ----- Original Message ----
> From: Gundala Viswanath <gundalav <at> gmail.com>
> To: r-help <at> stat.math.ethz.ch
> Sent: Sunday, July 6, 2008 4:50:20 PM
> Subject: [R] Method for checking automatically which distribtions fits a data
>
> 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) ?
>
> - Gundala Viswanath
> Jakarta - Indonesia
>

See

https://stat.ethz.ch/pipermail/r-help/2008-June/166259.html

  for example, normal vs gamma might be a sensible question (for which you can use fitdistr() as suggested above), but "multinomial" implies a very specific kind of response -- discrete data with a specified number of possible outcomes.

  Ben Bolker



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