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@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.
______________________________________________
R-help@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.
