[R] NaN Log-lik value in EM algorithm (fitting Gamma mixture model)

Duncan Murdoch murdoch.duncan at gmail.com
Thu Sep 15 02:04:05 CEST 2016

On 14/09/2016 4:46 PM, Aanchal Sharma wrote:
> Hi,
> I am trying to fit Gamma mixture model to my data (residual values obtained
> after fitting Generalized linear Model) using gammamixEM. It is part of the
> script which does it for multiple datasets in loop. The code is running
> fine for some datasets but it terminates for some giving following error:
> " iteration = 1  log-lik diff = NaN  log-lik = NaN
> Error in while (diff > epsilon && iter < maxit) { :
>   missing value where TRUE/FALSE needed"
> Seems like EM is not able to calculate log-lik value (NaN) at the first
> iteration itself. any idea why that can happen?
> It works fine for the other genes in the loop. Tried looking for difference
> in the inputs, but could not come up with anything striking.

THere are lots of ways to get NaN in numerical calculations.   A common 
one if you are using log() to calculate log likelihoods is that rounding 
error gives you a negative likelihood, and then log(lik) comes out to NaN.

You just need to look really closely at each step of your calculations. 
Avoid using log(); use the functions that build it in (e.g. instead of 
log(dnorm(x)), use dnorm(x, log = TRUE)).

Duncan Murdoch

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