[R] three par. fitting with fitdistr

Martin Maechler maechler at stat.math.ethz.ch
Tue Jul 12 18:13:33 CEST 2005

>>>>> "Carsten" == Carsten Steinhoff <carsten.steinhoff at stud.uni-goettingen.de>
>>>>>     on Tue, 12 Jul 2005 17:49:34 +0200 writes:

    Carsten> Hello,

    Carsten> I want to fit a tree parameter distribution to
    Carsten> given data. I tried it with sample data using the
    Carsten> "fitdistr" function.
    Carsten> Here my workflow that didn't had any result:
    Carsten> I started with the generalized gamma distr, which is:
    Carsten> r*dgamma(x^r,shape,rate)
    Carsten> The R-function is: 
    Carsten> ggamma = function (x,r,shape,rate) r*dgamma(x^r,shape,rate=rate)
    Carsten> For the first step I assumed r = 1 and I generated
    Carsten> random numbers with the "standard" Gamma distr.
    Carsten> rn=rgamma(1000,10,5)
    Carsten> In the last step I want to reconstruct the parameters from the dataset:
    Carsten> library(MASS)
    Carsten> fitdistr(rn, ggamma, list(r=1,shape=10,rate=5))
    Carsten> But there is an error: Error in fitdistr(rn, ggamma, list(r = 1, shape = 10,
    Carsten> rate = 5)) :  optimization failed
    Carsten> although I should have a nearly model-made dataset.
    Carsten> Where is the problem and how could it be solved?

ggamma() is not a density.
You need to provide the correct multiplication factor (a
function of 'r' at least) in the definition of ggamma() such
that it *does* integrate to 1.


    Carsten> Carsten

    Carsten> [[alternative HTML version deleted]]

    please read the posting guide and learn how to not produce
    the above !

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