>>>>> "k" == kate <[EMAIL PROTECTED]> >>>>> on Thu, 8 May 2008 10:45:04 -0500 writes:
k> In my data, sample mean =-0.3 and the histogram looks like t distribution; k> therefore, I thought non-central t distribution may be a good fit. Anyway, I k> try t distribution to get MLE. I found some warnings as follows; besides, I k> got three parameter estimators: m=0.23, s=4.04, df=1.66. I want to simulate k> the data with sample size 236 and this parameter estimates. Is the command k> rt(236, df=1.66)? Where should I put m and s when I do simulation? m + s * rt(n, df= df) [I still hope this isn't a student homework problem...] Martin Maechler, ETH Zurich k> m s df k> 0.2340746 4.0447124 1.6614823 k> (0.3430796) (0.4158891) (0.2638703) k> Warning messages: k> 1: In dt(x, df, log) : generates NaNs k> 2: In dt(x, df, log) : generates NaNs k> 3: In dt(x, df, log) :generates NaNs k> 4: In log(s) : generates NaNs k> 5: In dt(x, df, log) : generates NaNs k> 6: In dt(x, df, log) : generates NaNs k> Thanks a lot, k> Kate k> ----- Original Message ----- k> From: "Prof Brian Ripley" <[EMAIL PROTECTED]> k> To: "kate" <[EMAIL PROTECTED]> k> Cc: <r-help@r-project.org> k> Sent: Thursday, May 08, 2008 10:02 AM k> Subject: Re: [R] MLE for noncentral t distribution >> On Thu, 8 May 2008, kate wrote: >> >>> I have a data with 236 observations. After plotting the histogram, I >>> found that it looks like non-central t distribution. I would like to get >>> MLE for mu and df. >> >> So you mean 'non-central'? See ?dt. >> >>> I found an example to find MLE for gamma distribution from "fitting >>> distributions with R": >>> >>> library(stats4) ## loading package stats4 >>> ll<-function(lambda,alfa) {n<-200 >>> x<-x.gam >>> -n*alfa*log(lambda)+n*log(gamma(alfa))-(alfa- >>> 1)*sum(log(x))+lambda*sum(x)} ## -log-likelihood function >>> est<-mle(minuslog=ll, start=list(lambda=2,alfa=1)) >>> >>> Is anyone how how to write down -log-likelihood function for noncentral t >>> distribution? >> >> Just use dt. E.g. >> >>> library(MASS) >>> ?fitdistr >> >> shows you a worked example for location, scale and df, but note the >> comments. You could fit a non-central t, but it would be unusual to do >> so. >> >>> >>> Thanks a lot!! >>> >>> Kate ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.