Displaying 2 results from an estimated 2 matches for "gammaloglike".
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gammaloglik
2008 Jun 11
2
MLE Estimation of Gamma Distribution Parameters for data with 'zeros'
...im(c(log.gamma.param1, log.gamma.param2), gammaLoglik)
gamma.param1 <- exp(optim.list$par[1])
gamma.param2 <- exp(optim.list$par[2])
#########################################
If I test this function using my sample data and the estimates of shape
and scale derived from the method of moments, gammaLogLike returns as
INF. I suspect the problem is that the zeros in the data are causing the
optim solver problems when it attempts to minimize the negative
log-likelihood function.
Can anyone suggest some advice on a work-around? I have seen
suggestions online that a 'censoring' algorithm can all...
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: