Question

我需要估计帕累托分布的尾部的alpha参数。我很喜欢和R一起做这件事。经过一番谷歌搜索后我找到了这个reference。我尝试使用函数install.packages('aws')直接安装asw库。 R回答我

In getDependencies(pkgs, dependencies, available, lib) :
package ‘aws’ is not available

所以我尝试过使用sos库

findFn('awstindex')
found 0 matches
x has zero rows;  nothing to display.
Warning message:
In findFn("awstindex") : HIT not found in HTML;  processing one page only.

为什么R找不到这个库？是否有不同的函数用R？

测量尾部参数

Answer 1

您是否对其他实施开放？以下是fitdistrplus软件包文档中提到的函数在估计Pareto参数时的特殊用途。

require(fitdistrplus)
require(actuar)  # to get a random Pareto function
rpar1000 <- rpareto(1000, 2.5, 3)
mgedist(rpar1000,"pareto",gof="ADR", start=list(shape=1, scale=1))
#------ the ADR measure weights the right tail observations ----------
$estimate
   shape    scale 
2.356235 2.871350 

$convergence
[1] 0

$value
[1] 0.2150991

$hessian
          shape     scale
shape  90.15040 -55.60725
scale -55.60725  35.04152

$gof
[1] "ADR"

$optim.function
[1] "optim"

$loglik
[1] -1612.233

R的重尾参数估计

1 个答案: