[R] fitdistr, mle's and gamma distribution
Lourens Olivier Walters
lwalters at cs.uct.ac.za
Tue Sep 30 21:39:40 CEST 2003
Dear R Users,
I am trying to obtain a best-fit analytic distribution for a dataset
with 11535459 entries. The data range in value from 1 to 300000000. I
use: fitdistr(data, "gamma") to obtain mle's for the parameters.
I get the following error:
Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
non-finite finite-difference value [1]
And the following warnings:
NaNs produced in: dgamma(x, shape, scale, log)
I have the same problem with the exponential distribution, but the
lognormal and weibull distributions don't have this problem.
I suspect the problem has to do with:
"It means that in computing derivatives by finite differencing, one
of the values is NA, +Inf or -Inf. Put some print values in
your objective function and find out why it is giving a non-finite
value." - quote by Prof Ripley from r-help
as from the warnings it is clear that some of the values obtained during
maximum likelihood computations are NaN. I cannot however print values
of the objective function, as in my case it is dgamma which is called by
fitdistr, over which I don't have control.
Can anyone please point me in the right direction?
Lourens
--
Lourens Olivier Walters <lwalters at cs.uct.ac.za>
Computer Science Masters Student
University of Cape Town
South Africa
http://people.cs.uct.ac.za/~lwalters/
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