[R] Problem with fitdistr for beta

[alobo@ija.csic.es]

Thanks Prof. B. Ripley and
Spencer Graves for your help.

According to the last message from 
BR, perhaps I should use another
distribution or combination
of distributions to model my data,
which look like a beta(0.1,0.1)
but can have both 0 and 1. Any
suggestion?

(regarding the extra "1)" in my
original message, it was just a pasting
problem.)

Agus

Mensaje citado por Prof Brian Ripley <ripley at stats.ox.ac.uk>:

> In this example shrinking by (1 - 2e-16) leads to a significant change in 
> the distribution: see my probability calculation.  And you can't shrink by 
> much less.  A beta(0.1, 0.1) is barely a continuous distribution.
> 
> On Fri, 4 Jul 2003, Spencer Graves wrote:
> 
> > My standard work-around for the kind of problem you identified is to 
> > shrink the numbers just a little towards 0.5.  For example:
> > 
> >  > library(MASS)
> >  > a <- rbeta(100,0.1,0.1)
> >  > fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))
> > Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
> > 	Function cannot be evaluated at initial parameters
> > 
> >  > r.a <- range(a)
> >  > c0 <- 0
> >  > c1 <- 1
> >  > if(r.a[1]==0)c0 <- min(a[a>0])
> >  > if(r.a[2]==1)c1 <- max(a[a<1])
> >  > c. <- c(c0, 1-c1)
> >  > if(any(c.>0))c. <- min(c.[c.>0])
> >  > c.
> > [1] 2.509104e-14
> >  > fitdistr(x=0.5*c.[1] + (1-c.[1])*a, "beta", 
> > start=list(shape1=0.1,shape2=0.1))
> >       shape1       shape2
> >    0.08728921   0.10403875
> >   (0.01044863) (0.01320188)
> >  >
> > hope this helps.  spencer graves
> > 
> > Prof Brian Ripley wrote:
> > > rbeta(100,0.1,0.1) is generating samples which contain 1, an impossible 
> > > value for a beta and hence the sample has an infinite log-likelihood.
> > > It is clearly documented on the help page that the range is 0 < x < 1.
> > > However, that is not so surprising as P(X > 1-1e-16) is about 1% and
> hence 
> > > values will get rounded to one.
> > > 
> > > The same would happen for a value of 0.
> > > 
> > > Your code is syntactically incorrect, at least as received here.
> > > 
> > > On Fri, 4 Jul 2003, Agustin Lobo wrote:
> > > 
> > > 
> > >>I have the following problem:
> > >>
> > >>I have a vector x of data (0<x<=1 ) with
> > >>a U-shaped histogram and try to fit a beta
> > >>distribution using  fitdistr. In fact,
> > >>hist(rbeta(100,0.1,0.1)) looks a lot like
> > >>my data.
> > >>
> > >>The equivalent to
> > >>the example in the manual
> > >>sometimes work:
> > >>
> > >>
> > >>>a <- rbeta(100,0.1,0.1)
> > >>>fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))1)
> > >>>     shape1       shape2
> > >>
> > >>  0.09444627   0.12048753
> > >> (0.01120670) (0.01550129)
> > >>
> > >>but sometimes does not:
> > >>
> > >>>a <- rbeta(100,0.1,0.1)
> > >>>fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))1)
> > >>>Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
> > >>
> > >>        Function cannot be evaluated at initial parameters
> > >>
> > >>Unfortunately, my data fall in the second case
> > >>
> > >>I've searched for any weird value that be present in the
> > >>cases in which fitdistr exits with the error message, but
> > >>could not find any.
> > >>
> > >>Any help?
> > >>(please if anyone answers be sure to answer to my address as well,
> > >>I cannot subscribe to the list)
> > >>
> > >>Thanks
> > >>
> > >>Agus
> > >>
> > >>Dr. Agustin Lobo
> > >>Instituto de Ciencias de la Tierra (CSIC)
> > >>Lluis Sole Sabaris s/n
> > >>08028 Barcelona SPAIN
> > >>tel 34 93409 5410
> > >>fax 34 93411 0012
> > >>alobo at ija.csic.es
> > >>
> > >>______________________________________________
> > >>R-help at stat.math.ethz.ch mailing list
> > >>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> > >>
> > > 
> > >
> > 
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> > 
> 
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 
> 




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