Hi, this function uses maximum likelihood estimation to fit the exponent, and returns an mle object. See ?"mle-class" for the details.
Just to give you an example for getting confidence intervals: library(igraph) data <- sample (1:100000, 100000, rep=TRUE, prob=(1:100000)^-2.4) res <- power.law.fit(data) confint(res) You may want to check these as well: http://arxiv.org/abs/cond-mat/0412004 http://cran.r-project.org/doc/contrib/Ricci-distributions-en.pdf Hope this helps, Gabor On Fri, Apr 28, 2006 at 06:39:01PM +0900, Alex Gutteridge wrote: > Hi, > > I'm using the power.law.fit function from the igraph package to fit a > power law distribution to some data. This function returns the power > law exponent as it's only result. I would like to have some sort of > goodness-of-fit and/or error estimate of the exponent returned. This > paper: > > http://www.edpsciences.org/articles/epjb/pdf/2004/18/b04111.pdf > > suggests using the Kolmogorov-Smirnov test to measure the goodness-of- > fit, however after reading the ks.test help page I'm not sure how to > proceed. The ks.test help page (and other stats texts) seem to say > that for the test to be valid, the parameters of the distribution > (the power law exponent in this case) cannot be estimated from the > data. If that's the case how do I test how good the fit is? Do I need > to use something else instead of KS? I've seen other mentions of > using KS to measure the goodness-of-fit to power laws though so > perhaps I've misunderstood something basic here (I'm a biologist not > a statistician). > > If KS is the right tool to use, how would I go about specifying the > continuous distribution function for a power law? The help page only > shows how to use it with the built in 'pgamma' function is there an > analogous function for power law distributions - I couldn't find one. > > Thanks for any help in steering me in the right direction. > > Dr Alex Gutteridge > Post-Doctoral Researcher > > Bioinformatics Center > Institute for Chemical Research > Kyoto University > Gokasho, Uji, Kyoto 611-0011 > Japan > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- Csardi Gabor <[EMAIL PROTECTED]> MTA RMKI, ELTE TTK ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html