Parameter estimation of gamma distribution
On 15/02/2012 14:18, Yogs wrote:
Hi, I am trying to estiamte parameters for gamma distribution using mle for below data using fitdist& fitdistr functions which are from "fitdistrplus" & "MASS"packages . I am getting errors for both functions. Can someone please let me know how to overcome this issue?? data y1<- c(256656, 76376, 6467673, 46446, 3400, 3100, 5760, 4562, 8000, 512, 4545, 4562, 4645, 4521, 4624, 5110, 4678, 4782, 4587, 491100,48426, 457940, 45000, 4820, 48225, 5415, 482466, 185535, 174346, 46875, 4876467) Results
fitdist(y1,"gamma")
Error in fitdist(y1, "gamma") :
the function mle failed to estimate the parameters,
with the error code 100
In addition: There were 17 warnings (use warnings() to see them)
fitdistr(y1,"gamma")
Error in optim(x = c(256656, 76376, 6467673, 46446, 3400, 3100, 5760, : non-finite finite-difference value [1] In addition: Warning messages: 1: In dgamma(x, shape, scale, log) : NaNs produced 2: In dgamma(x, shape, scale, log) : NaNs produced
Rescale your values, as the help page suggests.
Note:
Numerical optimization cannot work miracles: please note the
comments in ?optim? on scaling data. If the fitted parameters are
far away from one, consider re-fitting specifying the control
parameter ?parscale?.
Using 1e-6*y1 works.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595