On Wed, 15 Feb 2006 14:39:53 -0500, Glazko, Galina wrote:
GG> Dear list,
GG> Does anyone know how to fit the power law distribution?
GG> I have the empirical distribution and would like to check whether
GG> it fits
GG> the power law (with the power estimated from the data).
you can you fitdistr() from MASS, as indicated below
notice that the so-called "exponential power" (Subbotin, 1923)
distribution has been used with many different sort of parametrizations;
the form used below is proportional to exp(-|x|^p/p).
dep<- function(x,location,scale,tail) # Exponential power (=Subbotin)
const<- 2*tail^(1/tail-1) *gamma(1/tail)
x <- rt(100,df=3)
a <- fitdistr(x, dep, start=list(location=0, scale=1, tail=1.5))