There are some packages to fitting power law to empirical date in "R", "matlab", "python" Here with maximum likelihood method As it said here. Does it exist similar package in Mathematica?
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Start here to see what statistics functionality is available:
- http://reference.wolfram.com/language/guide/Statistics.html
- http://reference.wolfram.com/language/guide/ProbabilityAndStatistics.html
Fitting is done with EstimatedDistribution or FindDistributionParameters. You want to fit a ParetoDistribution for continuous data or a ZipfDistribution for discrete data.
There is no need for a separate package.
answered Jun 11, 2016 at 13:10
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1$\begingroup$ Also, ParetoDistribution cross-references with PowerDistribution $\endgroup$ Jun 11, 2016 at 13:53
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$\begingroup$ @BobHanlon thanks, Instead of data (because of their huge size) I saved distribution of data : instead of {32,21,48,52,32,32,32,32,21,48,21} I have {{32,5},{21,3},{48,2},{52,1}} , the repetition of each data, How can find parameter of Power Distribution with maximum likelihood method of that? $\endgroup$ Jun 13, 2016 at 11:40
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1$\begingroup$ @jackcilba You need
ParetoDistribtionorZipfDistribution, but not PowerDistribution, to do what is described in the paper you linked. To choose a fitting method, read the documentation ofEstimatedDistributionthat I already linked, especially theParameterEstimatoroption. Be sure to check under "Details" when reading ay documentation page. $\endgroup$– SzabolcsJun 13, 2016 at 12:43 -
3$\begingroup$ @jackcilba - for additional questions post a new question rather than asking in a comment. $\endgroup$ Jun 13, 2016 at 15:11