[R] fitdistr() Error

[Uwe Ligges]

On 13.07.2011 02:00, Peter Maclean wrote:
> There is no missing value nor zero values.

OK, but to say more about your problem, we need the example to be 
reproducible but we do not have Gdata2 available. Please see the posting 
guide.

Uwe Ligges


>
>
> ----- Original Message ----
> From: Uwe Ligges<ligges at statistik.tu-dortmund.de>
> To: Peter Maclean<pmaclean2011 at yahoo.com>
> Cc: r-help at r-project.org
> Sent: Tue, July 12, 2011 2:58:10 AM
> Subject: Re: [R] fitdistr() Error
>
> Any NA values or values outside the support region of your distribution?
>
> UWe
>
>
>
> On 11.07.2011 23:21, Peter Maclean wrote:
>> I am trying to estimate a gamma function using real data and I am getting the
>> following error messages.
>> When I set a lower limit; the error message is "L-BFGS-B needs finite values
> of
>> fn"
>>
>> For other method the error message is:
>> Error in optim(x = c(0.105286666666667, 0.3472275, 2.057625, 0.329675,  :
>>      non-finite finite-difference value [1]
>>
>> The codes works fine for simulated data (see below). I am using the same codes
>>
>> #Grouped vector
>> n<- c(1:100)
>> yr<-c(1:100)
>> ny<- list(yr=yr,n=n)
>> require(utils)
>> ny<- expand.grid(ny)
>> y = rgamma(1000, shape=1.5, rate = 1, scale = 2)
>> Gdata<- cbind(ny,y)
>> #MLE Estimation of Gamma Distribution Parameters
>> library(MASS)
>> #Generate starting values
>> y<- as.numeric(Gdata2$y)
>> me<- mean(y)
>> sde<- sd(y)
>> sh<- sqrt(me/sde)
>> sc<- sqrt(sde)/me
>> Gdata<-split(Gdata,Gdata$n)
>> parm<- lapply(Gdata, function(x){
>>              y<- as.numeric(x$y)
>>              fitdistr(y ,"gamma",list(shape=sh.mom, scale=sc),
>> #method = c("Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN"),
>>              lower=0, method = c("CG"),control = list(maxit=10000))
>> })
>> parmss<-lapply(parm, function(x) x$estimate)
>> parmss<- t(as.data.frame(parmss))  #Estimates
>> parmsd<-lapply(parm, function(x) x$sd)
>> parmsd<- t(as.data.frame(parmsd)) #Standard errors
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>