[R] Maximum likelihood estimation in R

[Prof Brian Ripley]

"normal" is in the list in the current versions of MASS, but not that 
released with R 1.8.1.  Try update.packages() in R.

On Mon, 16 Feb 2004, Spencer Graves wrote:

>       I got the same error message in R 1.8.1 and S-Plus 6.1.  Then I 
> read the error message:  "'start' must be a named list".  Then I read 
> help("fitdistr") and learned that "fitdistr" required 3 arguments, the 
> third of which was "start: A named list giving the parameters to be 
> optimized with initial values.  This can be omitted for some of the 
> named distributions (see Details)."  The normal distribution was NOT one 
> of the named distributions.  When I supplied a named list for "start", 
> it worked: 
> 
>  > fitdistr(x, "normal", list(mean=0, sd=1))
>       mean          sd   
>   2.97093013   0.88852969
>  (0.08885297) (0.06281083)
> 
>       hope this helps.  spencer graves
> 
> Rau, Roland wrote:
> 
> >Hi,
> >
> >  
> >
> >>-----Original Message-----
> >>From:	DivineSAAM at aol.com [SMTP:DivineSAAM at aol.com]
> >>Sent:	Sunday, February 15, 2004 10:24 PM
> >>To:	edwardweisun at hotmail.com; r-help at stat.math.ethz.ch
> >>Subject:	Re: [R] Maximum likelihood estimation in R
> >>
> >>Hello,
> >>
> >>Use
> >>
> >>    
> >>
> >>>x=rnorm(100, mean=3, sd=1)
> >>>library(MASS)
> >>>fitdistr(x, "normal")
> >>>      
> >>>
> >>      mean          sd    
> >>  2.93666631   0.99673982 
> >> (0.09967398) (0.07048015)
> >>
> >>    
> >>
> >	For me, this example does not work. As it looks like copy+paste, I
> >guess this something platform dependent? At least I have to specify some
> >starting values as shown below. But maybe I did something wrong?
> >
> >	Best,
> >	Roland
> >	(I am using at the moment R 1.8.1 on WinNT)
> >
> >	> x=rnorm(100, mean=3, sd=1)
> >	> library(MASS)
> >	> fitdistr(x, "normal")
> >	Error in fitdistr(x, "normal") : 'start' must be a named list
> >	> fitdistr(x, "normal", start=list(mean=1, sd=0.4))
> >	      mean          sd    
> >	  3.03167815   1.06637851 
> >	 (0.10663786) (0.07539617)
> >	> 
> >
> >
> >+++++
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> >
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> 
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> 

-- 
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