The RATS Software Forum

Thanks Tom, It works! But then, when I have to recover the median and the interquartile range of the estimated distribution, I have to loop over thousands of values like: dec vec A1(1000000) B1(1000000) B22(1000000) do i=1,1000000 com A1(i) = %betainc((i*0.00001-left)/(right-left),%beta(1),%beta(2))...

Dear all, I’m trying to fit a unimodal generalized Beta distribution to some data as in: Engelberg J., Manski C.F. and Williams J. (2009) Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters, Journal of Business & Economic Statistics, vol. 27, page...