Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: stats
See also: pdfgamma cdfgamma

Quantlet: estgamma
Description: computes estimators of parameters (alpha, beta) of gamma distribution.

Reference(s):

Usage: {db,delik,demin,vb,velik,vemin,w2b,w2elik,w2emin,a2b,a2elik,a2emin,alpha,beta,alphalik,betalik,alphamin,betamin,caution}=estgamma(analyzedsample,method,numberofiterations)
Input:
analyzedsample n x 1 vector, sample for which gamma distribution parameters will be estimated.
method integer, estimation method selection flag (0 - all methods, 1 - ML, 2 - A2).
numberofiterations integer, number of iterations for minimization procedures.
Output:
db scalar, Value of Kolmogorov statistic for MoM parameters.
delik scalar, Value of Kolmogorov statistic for ML parameters.
demin scalar, Value of Kolmogorov statistic for A2 parameters.
vb scalar, Value of Kuiper statistic for MoM parameters.
velik scalar, Value of Kuiper statistic for ML parameters.
vemin scalar, Value of Kuiper statistic for A2 parameters.
w2b scalar, Value of Cramer-von Mises statistic for MoM parameters.
w2elik scalar, Value of Cramer-von Mises statistic for ML parameters.
w2emin scalar, Value of Cramer-von Mises statistic for A2 parameters.
a2b scalar, Value of Anderson-Darling statistic for MoM parameters.
a2elik scalar, Value of Anderson-Darling statistic for ML parameters.
a2emin scalar, Value of Anderson-Darling statistic for A2 parameters.
alpha scalar, Parameter alpha from MoM estimation.
beta scalar, Parameter beta from MoM estimation.
alphalik scalar, Parameter alpha from ML estimation.
betalik scalar, Parameter beta from ML estimation.
alphamin scalar, Parameter alpha from A2 estimation.
betamin scalar, Parameter beta from A2 estimation.
caution scalar, 1 - if MoM estimators can not be computed, 0 - otherwise.

Example:
library("xplore")
library("stats")
library("distribs")
library("nummath")
randomize(101)
sample=rndgamma(1000,1,4,2)
estgamma(sample,0,3000)

Result:
Contents of _tmp.db
[1,]  0.018067
Contents of _tmp.delik
[1,]  0.019324
Contents of _tmp.demin
[1,]  0.016572
Contents of _tmp.vb
[1,]  0.032275
Contents of _tmp.velik
[1,]   0.0307
Contents of _tmp.vemin
[1,]  0.031574
Contents of _tmp.w2b
[1,]  0.032053
Contents of _tmp.w2elik
[1,]  0.038923
Contents of _tmp.w2emin
[1,]  0.027959
Contents of _tmp.a2b
[1,]  0.22412
Contents of _tmp.a2elik
[1,]  0.25103
Contents of _tmp.a2emin
[1,]  0.21567
Contents of _tmp.alpha
[1,]   3.9079
Contents of _tmp.beta
[1,]   1.9426
Contents of _tmp.alphalik
[1,]   3.9793
Contents of _tmp.betalik
[1,]   1.9781
Contents of _tmp.alphamin
[1,]   3.9213
Contents of _tmp.betamin
[1,]   1.9537
Contents of _tmp.caution
[1,]        0



Author: A. Misiorek, 20041110 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006