[R] fitdistr() Error

[Uwe Ligges]

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
>
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