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(Always check original at SFI for current updates of plver.m - plverify.m is not yet posted at the Clauset site) But for these city size data Cosma thinks we shouldn't calculate the cumulative distribution function at each of your data points. "What you want to do instead is create a fitted Pareto distribution, which would be a command. concise on-line guide to using MATLAB Random number generators - randht.m (Matlab; used in plvar.m below to generate an empirical vector generated according to alpha and Xmin) (Always check original at SFI for current updates!) The functions pareto.fit and lnorm.fit produce R data structures, and the log-likelihood ratio functions, like pareto.lnorm.llr use those structures to extract the necessary parameters." Comparing Tsallis q to other distributions. (Always check original at SFI for current updates of plvar.m!) x = [500,150,90,81,75,75,70,65,60,58,49,47,40] put in the work folder plfit.m plvar.m plpva.m plver.m. Inside R copy and paste (or your modifications) with appropriate tresholds from Matlab for batch runs. Contents of the companion files: Matlab and R programs. or, for the cutoff of 47. Then you can do. Pareto.R. R code in a downloadable tgz file Updated 25 July 29 July 2007 Zip file Updated 25 July 29 July 2007 Documentation. But for these city size data Cosma thinks we shouldn't calculate the cumulative distribution function at each of your data points. "What you want to do instead is create a fitted Pareto distribution, which would be a command. Input: as above, e.g., (this is a command; its execution does not change array x) Calculating p-value for fitted power-law model (Matlab) Comparing fit of Tsallis q-exponential using LR=Loglikelihood Ratios. Update status. x = (5400,4800, 4000, . etc); [alpha, xmin, D] = plfit(x); once the randht.m function is loaded into Matlab, paste the command into the command window and run. (Always check original at SFI for current updates!) source(pareto.R) #c900 x = c(500,150,90,81,75,75,70,65,60,58,49,47,40) x.pareto x.pareto #c1000 x = c(400,90,85,80,78,70,68,58,50,50,50,50,45,43,40,40,40,40) x.pareto x.pareto #c1100 x = c(442,100,90,88,85,80,67,63,55,55,50,48,45,45,45,43,40,40,40) x.pareto x.pareto #c1150 x = c(150,145,130,100,100,90,80,72,72,60,60,56,52,45,45) x.pareto x.pareto #c1200 x = c(255,130,130,110,100,100,80,80,74,70,67,63,60,50,50,50,50,47,46) x.pareto x.pareto #c1250 x = c(320,140,140,130,100,100,90,80,77,75,67,60,60,54,50,47) x.pareto x.pareto #c1300 x = c(432,401,150,118,95,91,90,85,84,80,70,54,50,50,50,48) x.pareto x.pareto #c1350 x = c(432,400,150,114,96,95,90,90,90,75,70,50,50,50) x.pareto x.pareto #c1400 x = c(487,235,150,150,129,115,90,90,81,75,65,60,60,60,51,50,50) x.pareto x.pareto. Fitting a power-law distribution (Matlab) Comparing Pareto v. Lognormal fit. 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Of course it doesn't have to be called "x.pareto", but I found that convention a useful mnemonic. Similarly, after loading the lnorm.R functions --- making sure you use the same threshold for both fits, you'll want to do. or whatever threshold you decide to use. Of course it doesn't have to be called "x.pareto", but I found that convention a useful mnemonic. Similarly, after loading the lnorm.R functions --- making sure you use the same threshold for both fits, you'll want to do. Abstract : Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the empirical detection and characterization of power laws is made difficult by the large fluctuations that occur in the tail of the distribution. In particular, standard methods such as least-squares fitting are known to produce systematically biased estimates of parameters for power-law distributions and should not be used in most circumstances. Here we describe statistical techniques for making accurate parameter estimates for power-law data, based on maximum likelihood methods and the Kolmogorov-Smirnov statistic. We also show how to tell whether the data follow a power-law distribution at all, defining quantitative measures that indicate when the power law is a reasonable fit to the data and when it is not. We demonstrate these methods by applying them to twenty-four real-world data sets from a range of different disciplines. Each of the data sets has been conjectured previously to follow a power-law distribution. 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The software discussed here, developed for a review article by Clauset, Shalizi, and Newman, offer many advantages over methods of estimation currently in use. The latter methods often given biased results, especially for smaller sample. MLE methods give asymptotically unbiased estimats as sample size increases. Alternative models that can be tested with this software include log-normal, exponential, stretched exponential, and power law with a cutoff in the continous and discrete cases, and Poisson in the discrete case. copy/paste plvar.m in the work folder, then: alpha (PL slope) and Xmin. x = [500,150,90,81,75,75,70,65,60,58,49,47,40]; [alpha, xmin, D] = plfit(x); [a_err, xm_err, nt_err] = plvar(x); [p, gof] = plpva(x, xmin); x = reshape(x,numel(x),1); q = unique(x); n = length(x); c = hist(x,q)'./n; c = [[q; q(end)+1] 1-[0; cumsum(c)]]; c(find(c(:,2) cf = ([xmin:q(end)]'.^-alpha)./(zeta(alpha) - sum([1:xmin-1].^-alpha)); cf = [[xmin:q(end)+1]' 1-[0; cumsum(cf)]]; cf(:,2) = cf(:,2) .* c(find(c(:,1)==xmin),2); figure(1); loglog(c(:,1),c(:,2),'bo','MarkerSize',8,'MarkerFaceColor',[1 1 1]); hold on; loglog(cf(:,1),cf(:,2),'k--','LineWidth',2); hold off; set(gca,'FontName','Times','FontSize',16); (Always check original at SFI for current updates!) Checking the power-law fits with a graph (Matlab) Comparing fit of different models using LR=Loglikelihood Ratios. Power-law distributions. R code in a downloadable tgz file Updated 25 July 29 July 2007 Zip file Updated 25 July 29 July 2007 Documentation. 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