[R] Goodness fit test HELP!
Charles Annis, P.E.
Charles.Annis at StatisticalEngineering.com
Sat Dec 3 22:05:57 CET 2005
The nice thing about the uniform density is that it's easy to know what the
expected pdf(pmf) should look like, namely each observation should have
probability 1/n. That means you can use "qqplot." See ?qqplot
Here's an example, using "my.data."
my.data <- runif(100)
n.points <- length(my.data)
expected.cdf <- ((1:n.points)-0.5)/(n.points)
qqplot(my.data, expected.cdf, las=1)
# Use the "interocular trauma test" for goodness-of-fit:
my.lm <- lm(expected.cdf ~ sort(my.data))
abline(coef=coef(my.lm), lty=2)
Charles Annis, P.E.
Charles.Annis at StatisticalEngineering.com
phone: 561-352-9699
eFax: 614-455-3265
http://www.StatisticalEngineering.com
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Amit Kabiri
Sent: Saturday, December 03, 2005 11:43 AM
To: 'Elizabeth Lawson'; 'David Zhao'
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] Goodness fit test HELP!
If I have a Uniform distribution to check, How can I use visual fits? Can I
also use in some way the qqnorm?
Thanks
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Elizabeth Lawson
Sent: Friday, November 18, 2005 8:06 PM
To: David Zhao
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] Goodness fit test HELP!
What about trying a qqplot to see how the distribution fits...
For the normal distribution thta is very stright forward, use qqnorm.
To test gamma distribtution (or any other) do some thing like this
n<-length(data)
for(i in 1:n){
prob<-(i-1/3)/(n1/3)
}
quantiles<-qgamma(prob,shape=mean(data)/var(data),scale=var(data)/mean(data)
}
qqplot(data,quantiles)
If the distribution is a good for, you should a stright line, like wiht a
qqnorm plot!
Good luck!!
Elizbaeth Lawson
David Zhao <wzhao6898 at gmail.com> wrote:
Hi there,
I'm a newbie, plesae bear with me.
I have a dataset with about 10000 ~ 30000 data points. Would like fit to
both Gamma and Normal distribution to see which one fits better. How do I do
this in R? Or I could do a normality test of the data, if it's normal, I
then will do a normal fit, otherwise, a gamma fit. But again, I don't know
how to do this either.
Please help!
David
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