[R] fitdistr, mle's and gamma distribution
Ben Bolker
bolker at zoo.ufl.edu
Tue Sep 30 23:25:49 CEST 2003
PS. 11 MILLION entries??
On Tue, 30 Sep 2003, Ben Bolker wrote:
>
> Spencer Graves's suggestion of using shape and scale parameters on a log
> scale is a good one.
>
> To do specifically what you want (check values for which the objective
> function is called and see what happens) you can do the following
> (untested!), which makes a local copy of dgamma that you can mess with:
>
> dgamma.old <- dgamma
> dgamma <- function(x,shape,rate,...) {
> d <- dgamma.old(x,shape,rate,...)
> cat(shape,rate,d,"\n")
> return(d)
> }
>
>
> On Tue, 30 Sep 2003, Lourens Olivier Walters wrote:
>
> > Dear R Users,
> >
> > I am trying to obtain a best-fit analytic distribution for a dataset
> > with 11535459 entries. The data range in value from 1 to 300000000. I
> > use: fitdistr(data, "gamma") to obtain mle's for the parameters.
> >
> > I get the following error:
> >
> > Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
> > non-finite finite-difference value [1]
> >
> > And the following warnings:
> >
> > NaNs produced in: dgamma(x, shape, scale, log)
> >
> > I have the same problem with the exponential distribution, but the
> > lognormal and weibull distributions don't have this problem.
> >
> > I suspect the problem has to do with:
> >
> > "It means that in computing derivatives by finite differencing, one
> > of the values is NA, +Inf or -Inf. Put some print values in
> > your objective function and find out why it is giving a non-finite
> > value." - quote by Prof Ripley from r-help
> >
> > as from the warnings it is clear that some of the values obtained during
> > maximum likelihood computations are NaN. I cannot however print values
> > of the objective function, as in my case it is dgamma which is called by
> > fitdistr, over which I don't have control.
> >
> > Can anyone please point me in the right direction?
> >
> > Lourens
> >
> >
>
>
--
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