Re: [R] Fitting data using Generalized Pareto Distribution

2016-11-27 Thread Rui Barradas
Hello, Why quantile(train, 0.9) ? If you use quantile(train) it seems to fit the data much better. You haven't posted a data example so I've made up one. library(eva) # needed for rgpd() library(extRemes) set.seed(1) train <- rgpd(1e3, scale = 0.9, shape = -0.4) thresh90 <- quantile(train)

Re: [R] Fitting data using Generalized Pareto Distribution

2016-11-27 Thread TicoR
Let the train be the data set consisting of numbers that I need to fit. Code is as follows: library(extRemes) thresh90 <- quantile(train, 0.90) model<-fevd(train,threshold =thresh90,type="GP") Model returns the following : Negative Log-Likelihood Value: 317.7561 Estimated parameters: scal

Re: [R] Fitting data using Generalized Pareto Distribution

2016-11-27 Thread Rui Barradas
Hello, Please provide us with a reproducible example. A data exampla would be nice and some working code, the code you are using to fit the data. Rui Barradas Em 27-11-2016 15:04, TicoR escreveu: I am trying to fit some data using Generalized Pareto Distribution in R using extRemes package(h

[R] Fitting data using Generalized Pareto Distribution

2016-11-27 Thread TicoR
I am trying to fit some data using Generalized Pareto Distribution in R using extRemes package(https://cran.r-project.org/web/packages/extRemes) I am able to get the parameters for the distribution. How would I get the simulated values for the model using the parameters? [[alternative HTML

Re: [R] Fitting data and removing outliers

2012-07-13 Thread David L Carlson
Vogric" , r-help@r-project.org Sent: Friday, July 13, 2012 3:15:25 PM Subject: Re: [R] Fitting data and removing outliers They are due to measurement error, sample of a different population, or ... ? What is the unusual event? Does it explain something important about the system that you

Re: [R] Fitting data and removing outliers

2012-07-13 Thread Stephen Sefick
, July 13, 2012 3:24 PM To: David L Carlson Cc: Lauren Vogric; r-help@r-project.org Subject: Re: [R] Fitting data and removing outliers Do you have a good reason to throw these points out? On Fri, Jul 13, 2012 at 2:17 PM, David L Carlson wrote: I didn't actually see any question in this posting

Re: [R] Fitting data and removing outliers

2012-07-13 Thread stephen sefick
sity > College Station, TX 77840-4352 > > > - Original Message - > > From: "Lauren Vogric" > To: r-help@r-project.org > Sent: Friday, July 13, 2012 1:36:43 PM > Subject: [R] Fitting data and removing outliers > > What I'm trying to do is create

Re: [R] Fitting data and removing outliers

2012-07-13 Thread David L Carlson
way you suggest. - David L Carlson Associate Professor of Anthropology Texas A&M University College Station, TX 77840-4352 - Original Message - From: "Lauren Vogric" To: r-help@r-project.org Sent: Friday, July 13, 2012 1:36:43 PM Subject:

[R] Fitting data and removing outliers

2012-07-13 Thread Lauren Vogric
What I'm trying to do is create best fit line in R for a set of data points and then remove all the outliers to re-create a best fit. I can't use IQR because the outliers I have in mind are easily within the range, but way out of line for the best fit, which is ruining the fit. I'd rather thro

[R] Fitting data with constraints to GEV distribution

2012-04-03 Thread chong20
Hi, Is there a way to fit a set of data with specified constraints (ie specified the percentile values at say 99.9%) to a GEV distribution? Thanks -- View this message in context: http://r.789695.n4.nabble.com/Fitting-data-with-constraints-to-GEV-distribution-tp4528418p4528418.html Sent from

[R] Fitting data to Pareto distribution

2009-02-02 Thread Sukriti Ramesh
Dear All, I am trying to fit some data to a Pareto distribution and would like to estimate the parameters with the fitting. I have come across some options so far. Unfortunately I haven't managed to get any of them to make the right fits (as is evident when I check with the goodness of fit). On

Re: [R] fitting data

2009-01-14 Thread Ben Bolker
Serebrenik, A. tue.nl> writes: > > Dear all, > > I have a set of data which seem to be distributed almost exponentially but > only on [0;1]. I guess that the probability distribution in this case > would look like > > \frac{lambda}{1-e^{-\lambda}) e^{-\lambda x} > > I would like to use fitdis

[R] fitting data

2009-01-14 Thread Serebrenik, A.
Dear all, I have a set of data which seem to be distributed almost exponentially but only on [0;1]. I guess that the probability distribution in this case would look like \frac{lambda}{1-e^{-\lambda}) e^{-\lambda x} I would like to use fitdistr to estimate the value of \lambda. 1) Would it be c

Re: [R] Fitting data to a sigmoidal curve

2008-11-12 Thread Rubén Roa-Ureta
Greg Snow wrote: Sarah, Doing: RSiteSearch('gompertz', restrict='functions') At the command prompt gives several promising results. Hope this helps, -- Gregory (Greg) L. Snow Ph.D. And you can also do: nobs <- length(data$salam.size.observed) fn<-function(p){ salam.size.mod

Re: [R] Fitting data to a sigmoidal curve

2008-11-12 Thread Greg Snow
essage- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > project.org] On Behalf Of sarahkm > Sent: Wednesday, November 12, 2008 11:50 AM > To: r-help@r-project.org > Subject: [R] Fitting data to a sigmoidal curve > > > Hi- > I'm a biologist trying to figure

Re: [R] Fitting data to a sigmoidal curve

2008-11-12 Thread Gabor Grothendieck
Try this command from within R: RSiteSearch("gompertz") On Wed, Nov 12, 2008 at 1:50 PM, sarahkm <[EMAIL PROTECTED]> wrote: > > Hi- > I'm a biologist trying to figure out the growth rate of salamanders in > different ponds. I collected individuals from various populations at > different dates, an

Re: [R] Fitting data to a sigmoidal curve

2008-11-12 Thread Rolf Turner
On 13/11/2008, at 7:50 AM, sarahkm wrote: Hi- I'm a biologist trying to figure out the growth rate of salamanders in different ponds. I collected individuals from various populations at different dates, and using the size and date collected, I want to figure out the growth curve of each popu

[R] Fitting data to a sigmoidal curve

2008-11-12 Thread sarahkm
Hi- I'm a biologist trying to figure out the growth rate of salamanders in different ponds. I collected individuals from various populations at different dates, and using the size and date collected, I want to figure out the growth curve of each population. My question is: How do I fit my data to

Re: [R] Fitting Data to a Noncentral Chi-Squared Distribution using MLE

2007-09-11 Thread Charles C. Berry
This is what I might do: > y <- rchisq( 1000, df=10, ncp=2 ) > library( stats4 ) > res <- mle( function(x,z) -sum( dchisq(y, x, z , log=TRUE ) ), start=list( > x=5, z=5 ) ) > coef(res) x z 10.355711 1.586123 > > ## or just to keep clear of boundary constraints: > > res <- mle(

[R] Fitting Data to a Noncentral Chi-Squared Distribution using MLE

2007-09-11 Thread Terence Broderick
Hi, I have written out the log-likelihood function to fit some data I have (called ONES20) to the non-central chi-squared distribution. >library(stats4) >ll<-function(lambda,k){x<-ONES20; 25573*0.5*lambda-25573*log(2)-sum(-x/2)-log((x/lambda)^(0.25*k-0.5))-log(besselI(sqrt(lambda*x),0.5*

[R] Fitting data to chi-squared or noncentral chi-squared distributions

2007-09-11 Thread Terence Broderick
Does anybody have any experience fitting data to the non-central chi-squared or chi-squared distribution? I am trying to fit some data to this distribution but there is error after error. audaces fortuna iuvat - [[alternative HTML version deleted]