[R] Optimization to fit data to custom density distribution

Johannes Radinger johannesradinger at gmail.com
Sat Mar 21 14:05:34 CET 2015


I am looking for a way to fit data (vector of values) to a density function
using an optimization (ordinary least squares or maximum likelihood fit).
For example if I have a vector of 100 values generated with rnorm:


How can I fit these data to a Gaussian density function to extract the mean
and sd value of the underlying normal distribution. So the result should
roughly meet the parameters of the normal distribution used to generate the
data. The results will ideally be closer the true parameters the more data
(n) are used to optimize the density function.

Any suggestions?


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