Hi John,
I don't have access to R right now but do remember that some of the
parametersin gamlss have log and/or logit link functions which would give the
possibility for negative values.
Hth, Ingmar
Department of Psychology
University of Amsterdam
Op 11 Sep 2012 om 21:01 heeft John Kerpel <john.ker...@gmail.com> het volgende
geschreven:
> Hi Folks! Just started using the gamlss package and I tried a simple code
> example (see below). Why the negative sigma?
>
> John
>
>
>> y <- rt(100, df=1)> m1<-fitDist(y, type="realline")Warning messages:1: In
>> MLE(ll3, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, :
> possible convergence problem: optim gave code=1 false convergence
> (8)2: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence
> (8)3: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence
> (8)4: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence
> (8)5: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence (8)> > m1
> Family: c("TF", "t Family")
> Fitting method: "nlminb"
>
> Call: gamlssML(y = y, family = DIST[i])
>
> Mu Coefficients:
> [1] 0.2376
> Sigma Coefficients:
> [1] -0.09865
> Nu Coefficients:
> [1] -0.2281
>
> Degrees of Freedom for the fit: 3 Residual Deg. of Freedom 97
> Global Deviance: 545.069
> AIC: 551.069
> SBC: 558.885
>
>
> Another draw:
>
>
>> y <- rt(100, df=1)> m1<-fitDist(y, type="realline")Warning messages:1: In
>> MLE(ll3, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, :
> possible convergence problem: optim gave code=1 false convergence
> (8)2: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence
> (8)3: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence
> (8)4: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence
> (8)5: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma,
> :
> possible convergence problem: optim gave code=1 false convergence (8)> > m1
> Family: c("ST1", "Skew t (Azzalini type 1)")
> Fitting method: "nlminb"
>
> Call: gamlssML(y = y, family = DIST[i])
>
> Mu Coefficients:
> [1] -0.05249
> Sigma Coefficients:
> [1] -0.1545
> Nu Coefficients:
> [1] 0.04445
> Tau Coefficients:
> [1] -0.1352
>
> Degrees of Freedom for the fit: 4 Residual Deg. of Freedom 96
> Global Deviance: 505.414
> AIC: 513.414
> SBC: 523.835
>
>
>
>> sessionInfo()R version 2.15.1 (2012-06-22)
> Platform: x86_64-pc-mingw32/x64 (64-bit)
>
> locale:
> [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United
> States.1252 LC_MONETARY=English_United States.1252
> [4] LC_NUMERIC=C LC_TIME=English_United
> States.1252
>
> attached base packages:
> [1] splines stats graphics grDevices utils datasets
> methods base
>
> other attached packages:
> [1] gamlss_4.1-8 gamlss.data_4.1-0 gamlss.dist_4.1-6 nlme_3.1-104
> MASS_7.3-21
>
> loaded via a namespace (and not attached):
> [1] grid_2.15.1 lattice_0.20-10 survival_2.36-14 tools_2.15.1
>
> [[alternative HTML version deleted]]
>
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