[R] Maximum likelihood estimation in R

Spencer Graves spencer.graves at pdf.com
Mon Feb 16 17:44:26 CET 2004


      I got the same error message in R 1.8.1 and S-Plus 6.1.  Then I 
read the error message:  "'start' must be a named list".  Then I read 
help("fitdistr") and learned that "fitdistr" required 3 arguments, the 
third of which was "start: A named list giving the parameters to be 
optimized with initial values.  This can be omitted for some of the 
named distributions (see Details)."  The normal distribution was NOT one 
of the named distributions.  When I supplied a named list for "start", 
it worked: 

 > fitdistr(x, "normal", list(mean=0, sd=1))
      mean          sd   
  2.97093013   0.88852969
 (0.08885297) (0.06281083)

      hope this helps.  spencer graves

Rau, Roland wrote:

>Hi,
>
>  
>
>>-----Original Message-----
>>From:	DivineSAAM at aol.com [SMTP:DivineSAAM at aol.com]
>>Sent:	Sunday, February 15, 2004 10:24 PM
>>To:	edwardweisun at hotmail.com; r-help at stat.math.ethz.ch
>>Subject:	Re: [R] Maximum likelihood estimation in R
>>
>>Hello,
>>
>>Use
>>
>>    
>>
>>>x=rnorm(100, mean=3, sd=1)
>>>library(MASS)
>>>fitdistr(x, "normal")
>>>      
>>>
>>      mean          sd    
>>  2.93666631   0.99673982 
>> (0.09967398) (0.07048015)
>>
>>    
>>
>	For me, this example does not work. As it looks like copy+paste, I
>guess this something platform dependent? At least I have to specify some
>starting values as shown below. But maybe I did something wrong?
>
>	Best,
>	Roland
>	(I am using at the moment R 1.8.1 on WinNT)
>
>	> x=rnorm(100, mean=3, sd=1)
>	> library(MASS)
>	> fitdistr(x, "normal")
>	Error in fitdistr(x, "normal") : 'start' must be a named list
>	> fitdistr(x, "normal", start=list(mean=1, sd=0.4))
>	      mean          sd    
>	  3.03167815   1.06637851 
>	 (0.10663786) (0.07539617)
>	> 
>
>
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