R help - Jul 2003 - Problem with fitdistr for beta

I have the following problem:

I have a vector x of data (0<x<=1 ) with
a U-shaped histogram and try to fit a beta
distribution using  fitdistr. In fact,
hist(rbeta(100,0.1,0.1)) looks a lot like
my data.

The equivalent to
the example in the manual
sometimes work:
> a <- rbeta(100,0.1,0.1)
> fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))1)
>      shape1       shape2
  0.09444627   0.12048753
 (0.01120670) (0.01550129)

but sometimes does not:
> a <- rbeta(100,0.1,0.1)
> fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))1)
> Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
        Function cannot be evaluated at initial parameters

Unfortunately, my data fall in the second case

I've searched for any weird value that be present in the
cases in which fitdistr exits with the error message, but
could not find any.

Any help?
(please if anyone answers be sure to answer to my address as well,
I cannot subscribe to the list)

Thanks

Agus

Dr. Agustin Lobo
Instituto de Ciencias de la Tierra (CSIC)
Lluis Sole Sabaris s/n
08028 Barcelona SPAIN
tel 34 93409 5410
fax 34 93411 0012
alobo at ija.csic.es

rbeta(100,0.1,0.1) is generating samples which contain 1, an impossible 
value for a beta and hence the sample has an infinite log-likelihood.
It is clearly documented on the help page that the range is 0 < x < 1.
However, that is not so surprising as P(X > 1-1e-16) is about 1% and hence 
values will get rounded to one.

The same would happen for a value of 0.

Your code is syntactically incorrect, at least as received here.

On Fri, 4 Jul 2003, Agustin Lobo wrote:
> 
> I have the following problem:
> 
> I have a vector x of data (0<x<=1 ) with
> a U-shaped histogram and try to fit a beta
> distribution using  fitdistr. In fact,
> hist(rbeta(100,0.1,0.1)) looks a lot like
> my data.
> 
> The equivalent to
> the example in the manual
> sometimes work:
> 
> > a <- rbeta(100,0.1,0.1)
> > fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))1)
> >      shape1       shape2
>   0.09444627   0.12048753
>  (0.01120670) (0.01550129)
> 
> but sometimes does not:
> > a <- rbeta(100,0.1,0.1)
> > fitdistr(x=a, "beta", start=list(shape1=0.1,shape2=0.1))1)
> > Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
>         Function cannot be evaluated at initial parameters
> 
> Unfortunately, my data fall in the second case
> 
> I've searched for any weird value that be present in the
> cases in which fitdistr exits with the error message, but
> could not find any.
> 
> Any help?
> (please if anyone answers be sure to answer to my address as well,
> I cannot subscribe to the list)
> 
> Thanks
> 
> Agus
> 
> Dr. Agustin Lobo
> Instituto de Ciencias de la Tierra (CSIC)
> Lluis Sole Sabaris s/n
> 08028 Barcelona SPAIN
> tel 34 93409 5410
> fax 34 93411 0012
> alobo at ija.csic.es
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> 
-- 
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