Re: [R] Solving Systems of Non-linear equations

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Fri 02 Dec 2005 - 00:55:45 EST

>>>>> "YNoel" == NOEL Yvonnick <yvonnick.noel@uhb.fr> >>>>> on Thu, 01 Dec 2005 14:42:44 +0100 writes:

    YNoel> On 11/30/05, Scott Story <sstory@montana.edu> wrote:
>>> I am trying to write a function that will solve a simple system of
>>> nonlinear equations for the parameters that describe the beta
>>> distribution (a,b) given the mean and variance.
>>>
>>>
>>> mean = a/(a+b)
>>> variance = (a*b)/(((a+b)2) * (a+b+1))
>>>
>>> Any help as to where to start would be welcome.
    >>
    >>
    YNoel> The simplest way to go is probably to use the fitdistr function in MASS     YNoel> package.

yes, definitely for estimating the beta parameters - namely do something smarter than the above moment estimates.

However, I (and probably most respondents to this thread) believe that the question was more general (as the subject indicates) about solving non-lin eq systems, rather than about estimating the beta parameters (by a sub-optimal method).

Martin Maechler, ETH Zurich



R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Dec 02 01:00:38 2005

This archive was generated by hypermail 2.1.8 : Fri 02 Dec 2005 - 02:27:17 EST