Roger Humphry
2011-Feb-23 13:45 UTC
[R] Over-constrained? gamma mixtures using R: mix{mixdist}
Dear R-help, my aim is to fit a constrained 2 component gamma mixture using mix within package mixdist. The constraints being fixing both of the means and both of the sigmas. Thus the only unconstrained parameter I wish to fit is pi the proportions of the mixtures. This is the code I used: PP2Pars<-data.frame(c(0.23,0.77), c(9.174,29.54), c(9.983,12.369)); names(PP2Pars)<-c("pi", "mu", "sigma") mixk2<-mix(NotLinkedPP3, PP2Pars, dist="gamma",constr=list(conpi="NONE",conmu = "MFX", consigma = "SFX", fixpi = NULL, fixmu = c(TRUE,TRUE), fixsigma = c(TRUE,TRUE), cov = NULL, size = NULL)) If I allow any one of the 4 constrained parameters to become unconstrained then the model runs and gives sensible results but if I constrain all four parameters then I get the following error. "Error in nlm(multineg2llg, mulpseudomixdat = mspseudomixdat, mulmixpar = msmixpar, : invalid parameter length" My hunch is that this is not a data-specific issue but something to do with over-constraining the model but I can't see why and I can't find this question having been asked before. Please can you advise me why this is a problem and whether there is a way of doing what I wish to do. yours, Roger Humphry -- Dr Roger Humphry, Applied Statistician, Epidemiology Research Unit, SAC, Inverness 01463 246059