R中征费分布的参数

Question

Can someone help me figure out how I can get parameter estimates for a levy distribution using R? Unlike the normal distribution and Student T distribution which has functions nFit(x) from the package fBasics and stdFit(x) respectively from package fGarch , the Levy distribution doesn't seem to have the same ability. I am trying to fit my data set to the levy distribution so I need a function in R that will give me good estimates for the delta and gamma parameters.

I was able to use the fBasics and fGarch packages to calculate the parameters(mu and sigma) for a normal distribution and (mu, sd, and nu) for a symmetric student T distribution. Now I am looking to calculate the following parameters for a Levy distribution : delta and gamma. Delta is the location parameter and gamma is the scale parameter.

I tried to use the fitdistr function from MASS to fit it by doing the following:

> fitdistr(x,dlevy,list(m = 0, s = 1))
Error in densfun(x, parm[1], parm[2], ...) : some y <= m

however, now I am stuck. I keep getting the above "Error" message. Assuming there is no built in function for the Levy distribution, any ideas how to proceed?

Thanks in advance!

Answer 1

看起来VGAM包中的levy功能就是您所需要的（ 单击 ）。