Fit Distribution

Fitting a distribution in Stan from scratch

Last week the French National Institute of Health and Medical Research (Inserm) organised with the Stan Group a training programme on Bayesian Inference with Stan for Pharmacometrics in Paris. Daniel Lee and Michael Betancourt, who run the course over three days, are not only members of Stan’s development team, but also excellent teachers. Both were supported by Eric Novik, who gave an Introduction to Stan at the Paris Dataiku User Group last week as well.

Fitting distributions with R

Fitting distribution with R is something I have to do once in a while, but where do I start? A good starting point to learn more about distribution fitting with R is Vito Ricci’s tutorial on CRAN. I also find the vignettes of the actuar and fitdistrplus package a good read. I haven’t looked into the recently published Handbook of fitting statistical distributions with R, by Z. Karian and E.J. Dudewicz, but it might be worthwhile in certain cases, see Xi’An’s review.