I'm currently working on distribution fitting. I used fitdistr
function, but having problem in determining the initial points for the MLE. For example, I want to fit my data (rainfall- 13149 by 1 matrix) with gamma distribution.
fit.gamma = fitdistr(rainfall,dgamma,start=list(shape = ?, scale = ?),method="Nelder-Mead")
The library fitdistrplus
is very good for this. It will guess gamma parameters for you if you don't have starting values. Also, you can use method of moments if your guesses fail.
x <- rgamma(100, 0.5, 0.5)
library(fitdistrplus)
(pars <- fitdist(x, "gamma"))
# Fitting of the distribution ' gamma ' by maximum likelihood
# Parameters:
# estimate Std. Error
# shape 0.4443304 0.05131369
# rate 0.5622472 0.10644511