There is no missing value nor zero values.
----- Original Message ---- From: Uwe Ligges <[email protected]> To: Peter Maclean <[email protected]> Cc: [email protected] Sent: Tue, July 12, 2011 2:58:10 AM Subject: Re: [R] fitdistr() Error 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 > > ______________________________________________ > [email protected] 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. ______________________________________________ [email protected] 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.
