Can you please tell us (me!) how you chose starting values?
Out of curiosity I tried the following:
set.seed(42)
x <- rlnorm(100,1,2) + 3
require(MASS)
strt <- list(mu=1,sigma=2,gamma=3)
fit <- fitdistr(x,densfun=function(x,mu,sigma,gamma)
{dlnorm(x-gamma,mu,sigma)
},
start=strt,lower=c(0,0,-Inf),
upper=c(Inf,Inf,min(x)))
and it ran just fine and gave sensible answers. But when I took:
strt <- list(mu=0.9,sigma=1.9,gamma=2.9)
(not very different from the previous starting values)
I got an error:
Error in stats::optim(x = c(45.178764955739, 3.87862565957867,
8.61957940802123, :
L-BFGS-B needs finite values of 'fn'
On 18/01/14 01:00, Vito Ricci wrote:
OK. It runs fine! Many thanks Frede.
Regards.
Vito
Se non ora, quando?
Se non qui, dove?
Se non tu, chi?
Il Venerdì 17 Gennaio 2014 12:38, Frede Aakmann Tøgersen <fr...@vestas.com> ha
scritto:
In package MASS there is the fitdistr function using maximum likelihood
estimation to infer on the parameters of distributions based on observed data.
One of the arguments of fitdistr () allows you to specify the probability
density function.
You only know how the parametrization of your three parameters lognormal
distribution is defined since you really haven't told us much.
Please have a look at fitdistr() and tell us if fit your needs.
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