A couple of articles that may be of interest have been recently published in PLoS ONE, freely downloadable from these links.
http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0008915
http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjournal.pone.0008520
Mark Little
Department of Epidemiology and Biostatistics
School of Public Health
Imperial College Faculty of Medicine
St Mary's Campus
Norfolk Place
London W2 1PG
UK
email [log in to unmask]
website (dept) http://www1.imperial.ac.uk/med/people/mark.little.html
website (group) http://www.icbiostatistics.org.uk
Tel +44 (0)20 7594 3312
Fax +44 (0)20 7402 2150
Mobile +44 (0)78 377 98462
-----Original Message-----
From: A UK-based worldwide e-mail broadcast system mailing list [mailto:[log in to unmask]] On Behalf Of Adaikalavan Ramasamy
Sent: 25 February 2010 08:45
To: [log in to unmask]
Subject: Re: Generalized F distribution and R
When you say generalized F distribution, do you mean a non-central F
distribution? If so, you can try the fitdistr function from MASS package
(see the book or help for more details). Here is an example:
x <- rf(1000, df1=2, df2=1, ncp=3)
hist(x)
library(MASS)
fitdistr(x, "f", start=list(df1=0.1, df2=0.1, ncp=0.1))
df1 df2 ncp
2.18041405 1.00185283 2.90584054
(0.23856322) (0.04560304) (0.25353144)
You might get a better convergence if you could you can use the
properties of the distribution (e.g. estimating df1, df2 from the sample
mean and variance).
Also, you probably get better response from the R-help mailing list.
Regards, Adai
Mario Ouwens wrote:
> Dear all,
>
> Does anyone have an R code for the estimation of the parameters of the
> generalized F distribution?
>
> Best regards,
>
> Mario
>
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