Using the fitdist() function in R to fitting some data to an inverse gamma distribution - PLC-Programmer/R GitHub Wiki

Flexibly applying the inverse-gamma distribution to some data might be a little bit tricky in R.

Here's a simple R script to show how to use a few functions of the:

• fitdistrplus library
• invgamma library

see: https://github.com/PLC-Programmer/R/blob/master/inverse-gamma%20distribution%20for%20fitdist.R

Plot of the fitted example data:
(which are real life data: the annual volatilities of the 30 Dow Jones Industrial Average components from September 2018 to September 2019)

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