Beta fit returns NaNs
On 2011-08-01 01:33, baxy77 wrote:
Hi,
sorry for repeating the question but this is kind of important to me and i
don't know whom should i ask.
So as noted before when I do a parameter fit to the beta distr i get:
fitdist(vectNorm,"beta");
Fitting of the distribution ' beta ' by maximum likelihood
Parameters:
estimate Std. Error
shape1 2.148779 0.1458042
shape2 810.067515 61.8608126
Warning messages:
1: In dbeta(x, shape1, shape2, log) : NaNs produced
2: In dbeta(x, shape1, shape2, log) : NaNs produced
3: In dbeta(x, shape1, shape2, log) : NaNs produced
4: In dbeta(x, shape1, shape2, log) : NaNs produced
5: In dbeta(x, shape1, shape2, log) : NaNs produced
6: In dbeta(x, shape1, shape2, log) : NaNs produced
Now im my vector has cca 900 points. are those 6 error messages some thing
to be really concerned or ???? what does it mean ??
Those warnings are from optim(). You probably don't have
to worry about them.
I usually use fitdistr() in the MASS package. But it
will require reasonable start values.
To avoid the warnings, you could try using the parameter
estimates from your fitdist(vectNorm, "beta") call as
start values and re-run fitdist() with those values,
and you might also set the optim method to BFGS
(which, BTW, is the default in fitdistr()).
library(fitdistrplus)
fitdist(vectNorm, "beta",
start = list(shape1 = 2.15, shape2 = 810),
optim.method = "BFGS")
Peter Ehlers
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