R help - Aug 2003 - error message in fitdistr

Hi R lovers

Here is a numerical vector test
> test
  [1] 206  53 124 112  92  77 118  75  48 176  90  74 107 126  99  84 114
147  99 114  99  84  99  99  99  99  99 104   1 159 100  53
 [33] 132  82  85 106 136  99 110  82  99  99  89 107  99  68 130  99  99
110  99  95 153  93 136  51 103  95  99  72  99  50 110  37
 [65] 102 104  92  90  94  99  76  81 109  91  98  96 104 104  93  99 125
89  99  99 108  90 105  92 106 103  99  99  99  94 102 103
 [97]  97  99 118  91 110  99  99  99  98 105  99  97  99 101  95  98  99
102  99  99  99  99  95  93  86  96 113  87 112 120  71  99
[129]  99  81  96 113  85 116 112  84 120  88  97 104  99 105 153 103  92
99  99  99  90 108 104  99 105  97  94  93  99  85  91  99
[161] 118  99  91  99 103 101 102  96  99 123  85 101  88  99  93  73  97
89  94  69  74  99  97  91  92

Assuming it follows a lognormal distribution I'd like to determine the mean
and the sd thanks to maximum likelihood estimation
> fitdistr(test,"lognormal",start=list(200,10))
Error in print.fitdistr(structure(list(estimate = c(4.54666263736726,  :
        more elements supplied than there are to replace

I chose the parameter start randomly

I don't understand the error message. Has anybody ever encountered such
one?
thanks for the help

have a wonderful day




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On 05-Aug-03 vincent.stoliaroff at sgcib.com wrote:
> Here is a numerical vector test
>> test
>   [1] 206  53 124 112  92  77 118  75  48 176  90  74 107 126  99  84
> ...
> 89  94  69  74  99  97  91  92
> 
> Assuming it follows a lognormal distribution I'd like to determine the
> mean and the sd thanks to maximum likelihood estimation
> 
>> fitdistr(test,"lognormal",start=list(200,10))
> Error in print.fitdistr(structure(list(estimate = c(4.54666263736726, 
>:
>         more elements supplied than there are to replace
> 
> I chose the parameter start randomly
> 
> I don't understand the error message. Has anybody ever encountered such
> one?
Hmmm. Not being practised with "fitdist", this took me a moment to
track
down. However, the clues are:

1. In ?fitdist ::
   fitdistr(x, densfun, start, ...)
   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) [not lognormal]. 
2. Hence start must be a _named_ list, i.e. its components must have
   names. So the question is: what to call them?
   For this you need to know what the names are for the parameters in
   your designated distribution. So:
3. help.search("lognormal") -> Lognormal(base)
4. ?Lognormal ::
   dlnorm(x, meanlog = 0, sdlog = 1, log = FALSE)

So it looks as though you need names "meanlog" and "sdlog",
so now try

   fitdistr(test,"lognormal",start=list(meanlog=4,sdlog=0.4))

with results

    meanlog       sdlog   
    4.55316203   0.38990402 
    (0.02866631) (0.02026545)

and it works!

The starting values "4" and "0.4" were chosen because

    mean(log(test))
    [1] 4.553205

    sd(log(test))
    [1] 0.3910148

and of course it works if you start elsewhere; but this also shows that
the naive estimate, in this case, was very good.

Best wishes,
Ted.


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Date: 05-Aug-03                                       Time: 13:00:07
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