Displaying 2 results from an estimated 2 matches for "gammaloglik".
2008 Jun 11
2
MLE Estimation of Gamma Distribution Parameters for data with 'zeros'
...back in 2003 from the archives of this mailing list:
R code
########################################
gamma.param1 <- shape.mom
gamma.param2 <- scale.mom
log.gamma.param1 <- log(gamma.param1)
log.gamma.param2 <- log(gamma.param2)
gammaLoglik <-
function(params,
negative=TRUE){
lglk <- sum(dgamma(data, shape=exp(params[1]), scale=exp(params[2]),
log=TRUE))
if(negative)
return(-lglk)
else
return(lglk)
}
optim.list <- optim(c(log.gamma.param1, log.gamma.param2), gammaLoglik)
gamma.param1 <- exp(optim.lis...
2003 Sep 30
3
fitdistr, mle's and gamma distribution
Dear R Users,
I am trying to obtain a best-fit analytic distribution for a dataset
with 11535459 entries. The data range in value from 1 to 300000000. I
use: fitdistr(data, "gamma") to obtain mle's for the parameters.
I get the following error:
Error in optim(start, mylogfn, x = x, hessian = TRUE, ...) :
non-finite finite-difference value [1]
And the following warnings: