Displaying 2 results from an estimated 2 matches for "my_fit".
2008 Feb 28
4
standard errors
Hi, guess my problem has simple solution.
I want to extract ONLY Std. Errors of Max. Lik. estimates
(my_fit<-mle(object,...)), the same as I can do with estimates by:
x<-as. matrix(coef(my_fit)).
I could not find any function similar to 'coef(my_fit)', which extracts only
Standard Errors. So far all I can do is to type: summary(my_fit) and then
get the whole output (with Standard Eroros inv...
2009 Aug 07
0
Fitting Truncated Distribution
...d out by a threshold).
(1) Consider the following snippet (along the lines of the suggestion in
the link above)
rm(list=ls())
library(MASS)
set.seed(1234)
lt_lognormal <- function(x, meanlog, sdlog ){
dlnorm(x, meanlog , sdlog )/plnorm(0.5, meanlog , sdlog )
}
my_seq <- rlnorm(10000)
my_fit <- fitdistr(my_seq,"lognormal")
cut_low <- my_seq[which(my_seq>0.5)]
my_fit_low <- fitdistr(cut_low,lt_lognormal,list(meanlog=0.2,sdlog=0.7),
lower=0.5 )
However, when I run it I get the following error
Error in optim(x = c(1.31973273433717, 2.95778647676973,
1.535912533...