Serguei, You might want to look at the TransformedGamma or InverseTransformedGamma distributions, which are part of the actuar package, see page 41, 25 here: http://cran.r-project.org/web/packages/actuar/actuar.pdf You can then use fitdistr of the MASS package to fit the parameters.
Regards, Markus Markus Gesmann │Associate Director│Libero Ventures Ltd, One Broadgate, London EC2M 2QS tel: +44 (0)207 826 9080│ dir: +44 (0)207 826 9085│fax: +44 (0)207 826 9090 │www.libero.uk.com A Lehman Brothers Company AUTHORISED AND REGULATED BY THE FINANCIAL SERVICES AUTHORITY -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Serguei Kaniovski Sent: 24 June 2008 16:52 To: [EMAIL PROTECTED] Subject: [R] Fitdistr of a 3 parameter Gamma distribution Hello, how can I fit a three, as opposed to a two parameter Gamma distribution, i.e. one in which "shape" and "rate" are not tied. Thanks, Serguei ______________________________________________ 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. This message is intended for the personal and confidential use for the designated recipient(s) named above. If you are not the intended recipient of this message you are hereby notified that any review, dissemination, distribution or copying of this message is strictly prohibited. This communication is for information purposes only and should not be regarded as an offer to sell or as a solicitation of an offer to buy any financial product, an official confirmation of any transaction or as an official statement of Libero Ventures Ltd. Email transmissions cannot be guaranteed to be secure or error-free. Therefore we do not represent that this information is complete or accurate and it should not be relied upon as such. All information is subject to change without notice. ______________________________________________ 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.
