I have a data with 100 million data points, and I'm trying to make a Tracy-Widom distribution fit to this data using the following R script:
library(fitdistrplus) library(RMTstat) x <- scan("DataRun3Results.txt") fit.tw <- fitdist(x, "tw")
However, since there is no default "start" value for this tw distribution in the "fitdist" function, so I need to provide the "start" value such as
fit.tw <- fitdist(x, "tw", start = list(shape1 = 35, shape2 = 344))
but how do I calculate those start values for my distribution which is hopeful a Tracy-widom distribution in character.
Can someone with enough reputation create & add "tracy-widow-distrubtion" tag to this question ?