[R] gigFit problems

Raymond Rogers raymond.rogers72 at gmail.com
Tue Jan 29 17:09:01 CET 2013

Hi, I am having some problems with gigFit and would like confirmation on 
other platforms; mine is Mint; basically Debian.
Although I got a good fit for the density function with the GIG equation 
in another curve fitting program, I would really like to use R's tools 
for confidence intervals and manipulations; but the problems below make 
me uneasy.

Problem one (from examples with parameter change):
paramStart.X2002<-c(2.044, .622, 2)
dataVector <- rgig(500, param = param)
Data:      dataVector
Parameter estimates:
      chi       psi    lambda
0.007543  0.722962  2.535284
Likelihood:         -644.6349
Method:             Nelder-Mead
Convergence code:   0
Iterations:         104
Notice that the chi parameter is significantly off.
Problem two
I have data that I have fit to the GIG equation in a curve fitting 
program with good fits and resulting parameters very close to the above 
The gigFit program on the same data goes completely off into strange 
territory.  I hope that fixing the above problem would fix this.
Problem three:
When I do the above with plot
I get a warning
Warning message:
In incompleteBesselK(x[i], y[i], -lambda, tol = ibfTol, nmax = nmax) :
   Maximum order exceeded
Result may be unreliable

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