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

From: David Reinke <dreinke_at_dowlinginc.com>
Date: Mon, 07 Jul 2008 09:46:42 -0700

The function ks.test(x,y, ...) performs a Kolmogorov-Smirnov test on a set of sample values x against a distribution y. Both x and y must be cumulative distributions; y can be either a vector of cumulative values or a predefined distribution such as pnorm().

David Reinke

Senior Transportation Engineer/Economist Dowling Associates, Inc.
180 Grand Avenue, Suite 250
Oakland, California 94612-3774

510.839.1742 x104 (voice)
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-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of hadley wickham
Sent: Monday, July 07, 2008 8:10 AM
To: Ben Bolker
Cc: r-help_at_stat.math.ethz.ch
Subject: Re: [R] Method for checking automatically which distribtions fits a data

>> 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.

Yes - the question as it is poorly stated. If you have a small (finite) choice of possible distributions you can use some kind of likelihood based statistic to determine which fits the data best. But what is the population of distributions in this case? All distributions that you see in stats101? All distributions that have names? All continuous distributions?

Hadley

-- 
http://had.co.nz/

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Received on Mon 07 Jul 2008 - 16:51:00 GMT

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