Java: fit data to a Gamma distribution (scale, shape needed)

Question

Is there a Java library which I can use to fit a given data vector to a Gamma distribution, in order to find out its shape and scale. Something like fitdistr(data,'gamma') in R?

I can only find librarys which calculate a sample distribution from given shape and scale parameters.

Answer 1

I don't think there is a closed form solution for Gamma MLE, but you can easily implement the procedure described here (p.2). Apache commons has the needed digamma function.