[R] Warning messages in function fitdistr (library:MASS)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Oct 27 21:26:39 CEST 2004
On Wed, 27 Oct 2004, De la Vega GÃ³ngora Jorge wrote:
> Why the warning messages (2:4)?
The warnings are about your uninformed use of the function. You have read
the reference (as the R posting guide asks) haven't you?
You are trying to fit a distribution with parameter > 0 by an
*unconstrained* optimizer with a deliberately poor starting value,
ignoring warning 1.
> > x <- rexp(1000,0.2)
> > fitdistr(x,"exponential",list(rate=1))
> Warning messages:
> 1: one-diml optimization by Nelder-Mead is unreliable: use optimize in: optim(start, mylogfn, x = x, hessian = TRUE, ...)
> 2: NaNs produced in: dexp(x, 1/rate, log)
> 3: NaNs produced in: dexp(x, 1/rate, log)
> 4: NaNs produced in: dexp(x, 1/rate, log)
fitdistr(x,"exponential",list(rate=1), lower=0.001, method="L-BFGS-B")
would be a much better way, following the examples on the help page.
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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