Displaying 20 results from an estimated 1000 matches similar to: "Maximum likelihood estimation in R"
2005 Apr 05
1
Fitdistr and likelihood
Hi all,
I'm using the function "fitdistr" (library MASS) to fit a distribution to
given data.
What I have to do further, is getting the log-Likelihood-Value from this
estimation.
Is there any simple possibility to realize it?
Regards, Carsten
2003 May 21
2
Access Object's Objects HELP
Dear WizaRds,
A run of nls produces the following concise summary:
> summary(cs.wt)
Formula: 0 ~ wt.MM(conc, time, A1, a1, A2, a2)
Parameters:
Estimate Std. Error t value Pr(>|t|)
A1 4.814e+02 2.240e+01 21.495 0.0296 *
a1 7.401e-01 7.435e-02 9.956 0.0637 .
A2 1.613e+02 1.738e+01 9.280 0.0683 .
a2 1.770e-02 7.324e-03 2.417 0.2497
2002 Dec 15
3
maximum likelihood example?
I'm trying to get a grasp of maximum-likelihood estimation and would like to
find a package that performs mle (hopefully a simple example). It seems as
if there are plenty of packages that make use of different types of
likelihood estimators, but none are of a simple, "newbie" type. Does anyone
have a suggestion for which package would be the best for a mle example?
Thanks,
Jeff.
2009 Jun 23
1
implementing Maximum Likelihood with distrMod when only the PDF is known
Dear R users and Dear authors of the distr package and sequels
I am trying to use the (very nice) package distrMod as I want to
implement maximum likelihood (ML) fit of some univariate data for which
I have derived a theoretical continuous density (pdf). As it is a
parametric density, I guess that I should implement myself a new
distribution of class AbscontDistributions (as stated in the pdf
2004 Jan 22
4
Fitting compartmental model with nls and lsoda?
Dear Colleagues,
Our group is also working on implementing the use of R for pharmacokinetic compartmental analysis. Perhaps I have missed something, but
> fit <- nls(noisy ~ lsoda(xstart, time, one.compartment.model, c(K1=0.5, k2=0.5)),
+ data=C1.lsoda,
+ start=list(K1=0.3, k2=0.7),
+ trace=T
+ )
Error in eval(as.name(varName), data) : Object
2003 Jul 25
5
named list 'start' in fitdistr
Hi R lovers!
I'd like to know how to use the parameter 'start' in the function
fitdistr()
obviously I have to provide the initial value of the parameter to optimize
except in the case of a certain set of given distribution
Indeed according to the help file for fitdistr
" For the following named distributions, reasonable starting values
will be computed if `start'
2010 Jan 03
6
Help with function "fitdistr" in "MASS"
Hi, R users:
I want to fit my data into a normal distribution by using the command
"fitdistr" in "MASS".
I changed my data class from "ts" to "numeric" by
>class(mydata)="numeric"
but after using "fitdistr", I got the result below
>fitdistr(mydata,"normal")
mean sd
NA NA
(NA) (NA)
the help doc of
2011 May 03
3
fitting distributions using fitdistr (MASS)
Please guide me through to resolve the error message that I get
this is what i have done.
>x1<- rnorm(100,2,1)
>x1fitbeta<-fitdistr(x1,"beta")
Error in fitdistr(x1, "beta") : 'start' must be a named list
Yes, I do understand that sometime for the distribution to converge to the
given set of data, it requires initial parameters of the distribution, to
2010 Jan 28
4
Problems with fitdistr
Hi,
I want to estimate parameters of weibull distribution. For this, I am using
fitdistr() function in MASS package.But when I give fitdistr(c,"weibull") I
get a Error as follows:-
Error in optim(x = c(4L, 41L, 20L, 6L, 12L, 6L, 7L, 13L, 2L, 8L, 22L,
:
non-finite value supplied by optim
Any help or suggestions are most welcomed
--
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2004 Feb 17
2
problem with fitdistr ?
Hi,
I'm trying fitdistr but I'm getting some errors
> fitdistr(rnorm(100),"Normal")
Error in fitdistr(rnorm(100), "Normal") : 'start' must be a named list
> fitdistr(rnorm(100),"Normal",start=list(mean=0,sd=1))
Error in fitdistr(rnorm(100), "Normal", start = list(mean = 0, sd = 1))
:
supplying pars for the Normal is not
2006 Feb 10
8
Fitdistr and MLE for parameter lambda of Poisson distribution
Hello!
I would like to get MLE for parameter lambda of Poisson distribution. I
can use fitdistr() for this. After looking a bit into the code of this
function I can see that value for lambda and its standard error is
estimated via
estimate <- mean(x)
sds <- sqrt(estimate/n)
Is this MLE? With my poor math/stat knowledge I thought that MLE for
Poisson parameter is (in mixture of LaTeX
2003 Nov 27
2
MASS fitdistr()
Dear R experts,
I am trying to use the R MASS library fitdistr() to fit the following
list:
k21stsList<-c(0.76697,0.57642,0.75938,0.82616,0.93706,0.77377,0.58923,0.37157,0.60796,1.00070,0.97529,0.62858,0.63504,0.68697,0.61714,0.75227,1.16390,0.66702,0.83578)
as follows,
library(MASS)
fitdistr(k21stsList, "normal")
But, I get
Error in fitdistr(k21stsList, "normal") :
2008 Feb 09
2
print.fitdistr buglet
Dear developers,
There's a small bug in print.fitdistr that can cause output to be printed
twice, but only if print is called explicitly:
> fit<-fitdistr(rt(1000,3),"t")
There were 11 warnings (use warnings() to see them)
> fit
m s df
-0.02181723 1.00145296 3.13723878
( 0.03865057) ( 0.03999447) ( 0.33298377)
> print(fit)
2006 Aug 16
3
fitting truncated normal distribution
Hello,
I am a new user of R and found the function dtnorm() in the package msm.
My problem now is, that it is not possible for me to get the mean and sd out of a sample when I want a left-truncated normal distribution starting at "0".
fitdistr(x,dtnorm, start=list(mean=0, sd=1))
returns the error message
"Fehler in "[<-"(`*tmp*`, x >= lower & x <= upper,
2007 Sep 09
1
fitdistr()
I am trying to fit the chi-squared distribution to a set of data using the fitdistr function found in the MASS4 library, the data set is called ONES3, I have loaded it using the command
ONES3<-read.table("ONES3.pdf",header=TRUE,na="NA")
I print out the dataset ONES3 to the screen to make sure it has loaded
Then I try to fit this data using the command
2011 Apr 27
3
MASS fitdistr with plyr or data.table?
I am trying to extract the shape and scale parameters of a wind speed
distribution for different sites. I can do this in a clunky way, but
I was hoping to find a way using data.table or plyr. However, when I
try I am met with the following:
set.seed(144)
weib.dist<-rweibull(10000,shape=3,scale=8)
weib.test<-data.table(cbind(1:10,weib.dist))
2006 Sep 23
1
Fitdistr() versus nls()
Hello R-Users,
I'm new to R so I apologize in advance for any big mistake I might
be doing. I'm trying to fit a set of samples with some probabilistic
curve, and I have an important question to ask; in particular I have
some data, from which I calculate manually the CDF, and then I import
them into R and try to fit: I have the x values (my original samples)
and the y values
2003 Jul 28
1
Optimization failed in fitting mixture 3-parameter Weibull distri bution using fitdistr()
Dear All;
I tried to use fitdistr() in the MASS library to fit a mixture
distribution of the 3-parameter Weibull, but the optimization failed.
Looking at the source code, it seems to indicate the error occurs at
if (res$convergence > 0)
stop("optimization failed").
The procedures I tested are as following:
>w3den <- function(x, a,b,c)
2008 Oct 30
1
Is possible, on biological grounds, suggest to fitdistr (MASS library) that the estimated parameters must be between two values?
Sorry if it is a silly question, I haven't found documentation on this and I
don't know if it is possible.
library(MASS) ## for fitdistr
library(msm) ## for dtnorm
#prepare truncated normal distribution
dtnorm0 <- function(x, mean, sd , log = FALSE) {
dtnorm(x, mean, sd, 105, 135, log)
}
set.seed(1)
#Generate normal distribution with the TRUE population mean (day 106 of the
2012 Feb 21
3
HELP ERROR Weibull values must be > 0
GUYS,
I NEED HELP WITH ERROR:
library(MASS)
> dados<-read.table("mediaRGinverno.txt",header=FALSE)
> vento50<-fitdistr(dados[[1]],densfun="weibull")
Erro em fitdistr(dados[[1]], densfun = "weibull") :
Weibull values must be > 0
WHY RETURN THIS ERROR? WHAT CAN I DO?
BEST REGARDS
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