I want to calculate the Gamma CDF for an array of data that I have. I have calculated the alpha and beta parameters, however I am not sure of how to calculate the CDF in R,(Is there something like Matlab's gamcdf?).
I have seen some people use fitdistr
, or pgamma
, but I do not understand how to put the alpha and beta values or I do not need them at all?
Thanks.
A gamma distribution is defined by the two parameters, and given those two parameters, you can calculate the cdf for an array of values using pgamma.
# Let's make a vector
x = seq(0, 3, .01)
# Now define the parameters of your gamma distribution
shape = 1
rate = 2
# Now calculate points on the cdf
cdf = pgamma(x, shape, rate)
# Shown plotted here
plot(x,cdf)
Note that the Gamma has different ways it can be parameterized. Check ?pgamma
for specifics to ensure your 2 parameters match.