R help - Dec 2008 - Non-finite finite difference error

Hello, I'm trying to use fitdistr() from the MASS package to fit a gamma  
distribution to a set of data. The data set is too large (1167 values) to  
reproduce in an email, but the summary statistics are:

Min. 1st Qu. Median Mean 3rd Qu. Max.
116.7 266.7 666.7 1348.0 1642.0 16720.0

The call I'm trying to make is:
fitdistr(x,"gamma")

and the error is:
Error in optim(x = c(3466.676842, 1666.749002, 2500.067852, 1200.053892, :
non-finite finite-difference value [2]
In addition: Warning message:
In dgamma(x, shape, scale, log) : NaNs produced

I found a couple of other posts from folks who were getting the same error  
from optim(), but did not find any useful tips for my situation. The error  
seems to indicate a problem with value 2 in my data set (1666.749002), but  
nothing seems odd about that value.

I'm willing to pass along the full data set as an attachment if it would  
help.

Thank you in advance!

Jason S. Augustyn, Ph.D.

	[[alternative HTML version deleted]]

Hi Jason,

The error message indicates that there was problem in estimating the gradient of
objective function.  It has nothing to do with your second data point.  This
could happen for a variety of reasons, but the most proximate cause of the
problem seems due to a parameter being negative during the iteration.  The best
solution, most often, is to provide a better (or atleast a different) starting
value.  Look at the example in the help page for "fitdistr":

fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.01)

Note that the above command specifies lower bounds on both the shape and the
rate parameter (hence a different optimziation algorithm will be used in
"optim").

Best,
Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: JS.Augustyn at gmail.com
Date: Tuesday, December 23, 2008 11:27 pm
Subject: [R] Non-finite finite difference error
To: r-help at r-project.org

> Hello, I'm trying to use fitdistr() from the MASS package to fit a 
> gamma  
>  distribution to a set of data. The data set is too large (1167 
> values) to  
>  reproduce in an email, but the summary statistics are:
>  
>  Min. 1st Qu. Median Mean 3rd Qu. Max.
>  116.7 266.7 666.7 1348.0 1642.0 16720.0
>  
>  The call I'm trying to make is:
>  fitdistr(x,"gamma")
>  
>  and the error is:
>  Error in optim(x = c(3466.676842, 1666.749002, 2500.067852, 
> 1200.053892, :
>  non-finite finite-difference value [2]
>  In addition: Warning message:
>  In dgamma(x, shape, scale, log) : NaNs produced
>  
>  I found a couple of other posts from folks who were getting the same 
> error  
>  from optim(), but did not find any useful tips for my situation. The 
> error  
>  seems to indicate a problem with value 2 in my data set 
> (1666.749002), but  
>  nothing seems odd about that value.
>  
>  I'm willing to pass along the full data set as an attachment if it 
> would  
>  help.
>  
>  Thank you in advance!
>  
>  Jason S. Augustyn, Ph.D.
>  
>  	[[alternative HTML version deleted]]
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.