[R] Help navigating documentation for descriptive statistics

Ted r.ted.byers at gmail.com
Thu Jul 10 01:07:43 CEST 2008

I am still trying to get used to R, and apparently haven't found the right 
place in the documentation to see how to do what I want in R.  If I were to do 
this in C++, there'd be no problem: I'd write it all myself, but I want to 
learn R well enough it can save me a lot of coding time.

Here is the first task I set for myself.  I have a datasource (a vector of 
values).  I want to write a function that produces a frequency distribution of 
that data and compares it to each of a suite of standard distributions to see 
which provides the best fit.  Along the way, it will produce plots of the 
empirical distribution and each of the theoretical distributions.  It should 
finish off by providing the moments and confidence intervals for the best fit 
distribution (odds are that my sample sizes will not be large enough to 
produce, say, the upper 99.9% confidence limit, so I'd want to compute it from 
the distribution that best fits the data that is available).

I did find a number of functions that estimate the best fit of a given 
theoretical distribution to a given dataset, but they presuppose that you 
alreay know what the most appropriate distribution is, and so far I haven't 
found how to get them to tell me just how good or poor the fit estimated is.

Is there an R function that does what I want?  If not, what functions, in what 
packages, should I examine in order to create such a function myself?



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