Displaying 1 result from an estimated 1 matches for "log_alfa".
2008 Oct 23
1
distribution fitting
...o the mle function:
> est_gamma <- mle(minuslog = nll_gamma_log, start = list(lambda_log = 0,
alfa_log=0))
There were 50 or more warnings (use warnings() to see the first 50)
of course I got many "value out of range" warnings:
> warnings()
Warning messages:
1: In log(gamma(exp(log_alfa))) ... : value out of range in 'gammafn'
[...]
7: In gamma(exp(log_alfa)) ... : NaNs produced
[...]
50: In log(gamma(exp(log_alfa))) ... : value out of range in 'gammafn'
but that was expected, right?
The real problems come out when I try to fit a General Pareto distribution.
Usin...