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Maximum likelihood estimation in R

3 messages · Rau, Roland, Spencer Graves, Brian Ripley

#
Hi,
For me, this example does not work. As it looks like copy+paste, I
guess this something platform dependent? At least I have to specify some
starting values as shown below. But maybe I did something wrong?

	Best,
	Roland
	(I am using at the moment R 1.8.1 on WinNT)

	> x=rnorm(100, mean=3, sd=1)
	> library(MASS)
	> fitdistr(x, "normal")
	Error in fitdistr(x, "normal") : 'start' must be a named list
	> fitdistr(x, "normal", start=list(mean=1, sd=0.4))
	      mean          sd    
	  3.03167815   1.06637851 
	 (0.10663786) (0.07539617)
	> 


+++++
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#
I got the same error message in R 1.8.1 and S-Plus 6.1.  Then I 
read the error message:  "'start' must be a named list".  Then I read 
help("fitdistr") and learned that "fitdistr" required 3 arguments, the 
third of which was "start: A named list giving the parameters to be 
optimized with initial values.  This can be omitted for some of the 
named distributions (see Details)."  The normal distribution was NOT one 
of the named distributions.  When I supplied a named list for "start", 
it worked: 

 > fitdistr(x, "normal", list(mean=0, sd=1))
      mean          sd   
  2.97093013   0.88852969
 (0.08885297) (0.06281083)

      hope this helps.  spencer graves
Rau, Roland wrote:

            
#
"normal" is in the list in the current versions of MASS, but not that 
released with R 1.8.1.  Try update.packages() in R.
On Mon, 16 Feb 2004, Spencer Graves wrote: