Help with R Fitting an inverse Gamma

Dear all,

I am new in R and would like to ask for someone's help in understanding
where I go wrong with the following code:

# > rm(list=ls())
#

Please don't include this line into your postings: it's quite rude to
clobber the data of folks trying to help you.
# Required packages
library(MCMCpack)

# Simulated data
set.seed(1)
data = rinvgamma(n=250, shape = 5, scale = 2) + 2

# Bad name for a data variable: see
library(fortunes)
fortune("dog")
hist(data)

# log-likelihood
ll = function(par){
if(par[1]>0 & par[2]>0 & par[3]<min(data)) return( -sum(log(dinvgamma(data-
par[3],par[1],par[2]))) )
else return(Inf)
}

# MLE
mle = optim(c(5,2,2),ll)
params = mle$par

# Fit
hist(data,probability=T,ylim=c(0,2.5))
points(seq(2,4.5,0.001),dinvgamma(seq(2,4.5,0.001)-params[3],params[1],params[2]),type="l",col="red")

This code fits an Inverse Gamma distribution to the randomly generated data
and plots the associated histogram. My problem is that when I try to import
a dataset saved locally it gives me an error. Here is the modification of
the code:

# Required packages
library(MCMCpack)

data=my.csv.data$V1
hist(data)

# log-likelihood
ll = function(par){
if(par[1]>0 & par[2]>0 & par[3]<min(data)) return( -sum(log(dinvgamma(data-
par[3],par[1],par[2]))) )
else return(Inf)
}

# MLE
mle = optim(c(5,2,2),ll)
params = mle$par

# Fit
hist(data,probability=T,ylim=c(0,2.5))
points(seq(2,4.5,0.001),dinvgamma(seq(2,4.5,0.001)-params[3],params[1],params[2]),type="l",col="red")

I have attached the file which I import directly from the menu, named:
excel250.csv. When I run the code it gives me the following error:
No you haven't. The R-help servers scrub most attachments. Use dput()
to make a nice reproducible example:

http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

Cheers,
M
Error in optim(c(5, 2, 2), ll) :
  function cannot be evaluated at initial parameters
Totally random guess: your function isn't being evaluated properly
either because i) you used the name data() which is also a function
and R is having trouble finding your data; ii) your data is such that
dinvgamma() gives bad value at the initial point c(5,2,2)

Cheers,
Michael
I would appreciate your help.

Thank you.

Konstantinos

<nabble_a href="excel250.csv">excel250.csv

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Help with R Fitting an inverse Gamma

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