CODEWITHSUNDEEP
rmodel-fitting
fabSir
fabSir

Reputation: 39

How to extract values fitted to a gaussian distribution in R?

I have a data frame X with 2 columns a and b, a is of class character and b is of class numeric. I fitted a gaussian distribution using the fitdist (fitdistrplus package) function on b.

data.fit <- fitdist(x$b,"norm", "mle")

I want to extract the elements in column a that fall in the 5% right tail of the fitted gaussian distribution.
I am not sure how to proceed because my knowledge on fitting distribution is limited.
Do I need to retain the corresponding elements in column a for which b is greater than the value obtain for the 95%?
Or does the fitting imply that new values have been created for each value in b and I should use those values?

Thanks

Upvotes: 0

Views: 1845

Answers (1)

Jthorpe
Jthorpe

Reputation: 10167

by calling unclass(data.fit) you can see all the parts that make up the data.fit object, which include:

$estimate
     mean        sd 
0.1125554 1.2724377

which means you can access the estimated mean and standard deviation via:

data.fit$estimate['sd']
data.fit$estimate['mean']

To calculate the upper 5th percentile of the fitted distribution, you can use the qnorm() function (q is for quantile, BTW) like so:

threshold <- 
    qnorm(p = 0.95,
          mean=data.fit$estimate['mean'],
          sd=data.fit$estimate['sd'])

and you can subset your data.frame x like so:

x[x$b > threshold,# an indicator of the rows to return
  'a']# the column to return

Upvotes: 2

Related Questions