[R] stableFit

2009-09-17 Thread tzygmund mcfarlane
A quick question about stableFit() in the fBasics package. Is it possible to constrain the gamma and delta parameters and only estimate the alpha and beta parameters? I tried: ## set.seed(1953) r = rstable(n = 1000, alpha = 1.9, beta = 0.3) stableFit(r, gamma=1, delta=0, type=c("q"

Re: [R] stablefit can fit the parameters of a truncated normal distribution?

2008-10-17 Thread drbn
Thanks John , I did look at this function but seems that only works with censored (not truncated) normal distributions. I know that a straightforward to do it is with fitdistr from MASS package: library(MASS) #fitdistr library(msm) #dtnorm, rtnorm #Generate truncated normal sample data<-rtno

Re: [R] stablefit can fit the parameters of a truncated normal distribution?

2008-10-16 Thread John C Frain
This idea is very wrong, Have a look at the function cnormal1 in the VGAM package John frain 2008/10/15 drbn <[EMAIL PROTECTED]>: > > I'm using stableFit from the package fBasics to estimate the parameters of a > truncated normal distribution (I'm interested in the parameters of the > underlying

[R] stablefit can fit the parameters of a truncated normal distribution?

2008-10-15 Thread drbn
I'm using stableFit from the package fBasics to estimate the parameters of a truncated normal distribution (I'm interested in the parameters of the underlying normal distribution). It is correct to generalize this truncated normal distribution as a stable distribution ? Thanks David -- View thi