[R] Fitting a 3-parameter gammadistribution
Spencer Graves
spencer.graves at pdf.com
Wed Nov 5 12:40:25 CET 2003
That's called "interval censoring". The "likelihood" for such
cases is the probability of what was observed, i.e., (pgamma3(10, ..., -
pgamma3(0, ...))*... . For this kind of problem, I have in the past
written a function to compute the log(likelihood) and then passed that
function to "optim".
hope this helps. spencer graves
Mårten Bjellerup wrote:
>I have 'grouped' data, that is in the form of:
>
>Interval Median
>0-9.9%: -25
>10-19.9%: 0
>20-29.9%: 3
>30-39.9%: 10
>40-49.9%: 50
>50-59.9%: 200
>et cetera
>
>and want to fit a three parameter gamma distribution. Does anyone know of an existing routine for doing this (or something similar)? Any help or comment is much appreciated.
>
>Regards,
>
>Mårten
>
>Mårten Bjellerup
>Doctoral Student in Economics
>School of Management and Economics
>Växjö University
>SE-351 95 Växjö
>Sweden
>
>Tel: +46 470 708410
>Fax: +46 470 82478
>Mobile: +46 70 969 88 88
>Mail: marten.bjellerup at ehv.vxu.se
>Web: http://www.ehv.vxu.se
>-------------------------------------
>"Forecasting is like trying to
>drive a car blindfolded and
>following directions given
>by a person who is looking
>out of the back window"
>
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