Forum, I'm a grad student in Civil Eng, took some Stats classes that required students learn R, and I have since taken to R and use it for as much as I can. Back in my lab/office, many of my fellow grad students still use proprietary software at the behest of advisers who are familiar with the recommended software (Statistica, @Risk (Excel Add-on), etc). I have spent a lot of time learning R and am confident it can generally out-process, out-graph, or more simply stated, out-perform most of these other software packages. However, one area my view has been humbled in is distribution fitting.
I started by reading through http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf After that I started digging around on this forum and found posts like this one http://r.789695.n4.nabble.com/Fitting-usual-distributions-td800000.html#a800000 that are close to what I'm after. That is, given an observation dataset, I would like to call a function that cycles through numerous distributions (common or not) and then ranks them for me based on Chi-Square, Kolmogorov-Smirnov and/or Anderson-Darling, for example. This question was asked back in 2004: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/37053.html but the response was that this kind of thing wasn't in R nor in proprietary software to the best of the responding author's memory. In 2010, however, this is no longer true as @Risk's (http://www.palisade.com/risk/?gclid=CKvblPSM7KICFZQz5wodDRI2fg) "Distribution Fitting" function does this very thing. And it is here that my R pride has taken a hit. Based on the first response to the question posed here http://r.789695.n4.nabble.com/Which-distribution-best-fits-the-data-td859448.html#a859448 is it fair to say that the R community (I realize this is only 1 view) would take exception to this kind of "data mining"? Unless I've missed a discussion of a package that does this very thing, it seems as though I would need to code something up using fitdistr() and do all the ranking myself. Undoubtedly that would be a good exercise for me, but its hard for me to believe R would be a runner-up to something like distribution fitting in @Risk. Eric -- View this message in context: http://r.789695.n4.nabble.com/R-s-Data-Dredging-Philosophy-for-Distribution-Fitting-tp2289508p2289508.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list 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.
