Re: Re: Fitting question
- To: mathgroup at smc.vnet.net
- Subject: [mg51695] Re: [mg51670] Re: Fitting question
- From: János <janos.lobb at yale.edu>
- Date: Fri, 29 Oct 2004 03:39:45 -0400 (EDT)
- References: <clco37$q7i$1@smc.vnet.net> <200410280345.XAA09855@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
On Oct 27, 2004, at 11:45 PM, Ray Koopman wrote:
> János <janos.lobb at yale.edu> wrote in message
> news:<clco37$q7i$1 at smc.vnet.net>...
>> I have two lists. One of them contains the running total of some
>> quantity per cycles, the other contains the totals per cycles. Here
>> they are:
>>
>> In[35]:= runtotpergen = {1, 23, 136, 568, 1735, 4382, 9099,
>> 16384, 25993, 36694, 47752, 58044, 66761,
>> 73534, 78429, 81753, 83750, 84873, 85482,
>> 85779, 85937, 86025, 86069, 86081, 86087}
>>
>> In[36]:= totpergen = {1, 22, 113, 432, 1167, 2647, 4717, 7285,
>> 9609, 10701, 11058, 10292, 8717, 6773, 4895,
>> 3324,
>> 1997, 1123, 609, 297, 158, 88, 44, 12, 6}
>>
>> I am trying to find out the analytical form of a function which fits
>> best totpergen. [...]
>>
>> totpergen is not symmetrical, [...]
>>
>> I feel that Mathematica has the capability to find the best fitting
>> function without too much manual trials. Any hint how to do that ?
>
> This fits a shifted gamma density to the first three moments of
> totpergen.
> It handles the asymmetry naturally and fits well.
>
> In[1]:= n = Last[runtotpergen = {1, 23, 136, 568, 1735, 4382, 9099,
> 16384, 25993, 36694, 47752, 58044, 66761, 73534, 78429, 81753,
> 83750, 84873, 85482, 85779, 85937, 86025, 86069, 86081, 86087}]
> Out[1]= 86087
>
> In[2]:= m = Length[totpergen = {1, 22, 113, 432, 1167, 2647, 4717,
> 7285,
> 9609, 10701, 11058, 10292, 8717, 6773, 4895, 3324, 1997, 1123,
> 609, 297, 158, 88, 44, 12, 6}]
> Out[2]= 25
>
> In[3]:= <<Statistics`ContinuousDistributions`;
> #@GammaDistribution[a,b]&/@{Mean,Variance,Skewness} //InputForm
> Out[4]//InputForm= {a*b, a*b^2, 2/Sqrt[a]}
>
> In[5]:= f[a_,b_,c_,x_] := PDF[GammaDistribution[a,b],x-c] /; x >= c
>
> In[6]:= N@{mean = totpergen.Range[m]/n,
> var = totpergen.(Range[m]-mean)^2/n,
> skew = totpergen.(Range[m]-mean)^3/n * var^(-3/2)}
> {a = 4./skew^2, b = Sqrt[var/a], c = mean - a*b}
> Out[6]= {11.2316, 9.49626, 0.305409}
> Out[7]= {42.8842, 0.470574, -8.94861}
>
> In[8]:= Plot[n*f[a,b,c,x],{x,1,m}, Epilog->{PointSize[.015],
> Point/@Transpose@{Range@m,totpergen}}];
>
Wow !! That is amazing !
One must wonder how long exposure to Mathematica allow one to have that
kind of insight demonstrated here. It is time for me to read on some
serious Statistics` :)
My humble trials used to end like this:
FindFit::cvmit: Failed to converge to the requested accuracy or
precision \
within 10000000 iterations
Old Hungarian proverb: "More with brain than muscle". I do not give
up on hope :)
Thanks you all who responded. I learned a lot.
Ray, thanks again.
János
------------------------------------------------
``Our enemies are innovative and resourceful, and so are we. They never
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- References:
- Re: Fitting question
- From: koopman@sfu.ca (Ray Koopman)
- Re: Fitting question