Why the warning messages (2:4)?
> x <- rexp(1000,0.2)
> fitdistr(x,"exponential",list(rate=1))
rate
0.219824219
(0.006951308)
Warning messages:
1: one-diml optimization by Nelder-Mead is unreliable: use optimize in: optim(start,
mylogfn, x = x, hessian = TRUE, ...)
2: NaNs produced in: dexp(x, 1/rate, log)
3: NaNs produced in: dexp(x, 1/rate, log)
4: NaNs produced in: dexp(x, 1/rate, log)
and with respect to this function, it is curious that only for the normal family the
mle is obtained in closed form. Why not in other cases like the exponential?
Using R 1.9.1 or 2.0.0 under Windows.
Jorge
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