Displaying 20 results from an estimated 4000 matches similar to: "three par. fitting with fitdistr"
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
2005 Jan 31
2
ML-Fit for truncated distributions
Hello,
maybe that my Question is a "beginner"-Question, but up to now, my research
didn't bring any useful result.
I'm trying to fit a distribution (e.g. lognormal) to a given set of data
(ML-Estimation). I KNOW about my data that there is a truncation for all
data below a well known threshold. Is there an R-solution for an
ML-estimation for this kind of data-problem? As
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:
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'
2005 Jun 29
2
MLE with optim
Hello,
I tried to fit a lognormal distribution by using optim. But sadly the output
seems to be incorrect.
Who can tell me where the "bug" is?
test = rlnorm(100,5,3)
logL = function(parm, x,...) -sum(log(dlnorm(x,parm,...)))
start = list(meanlog=5, sdlog=3)
optim(start,logL,x=test)$par
Carsten.
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2005 Aug 27
1
bug in L-BFGS-B? (PR#8099)
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G'day all,
I believe that this is related to PR#1717 (filed under
not-reproducible) which was reported for a version of R that is a
quite a bit older than the ones used in for this report. But I
noticed this behaviour under R 2.1.1 and R 2.2.0 on my linux box and
2005 Jun 19
1
practical help ... solving a system...
Hello,
I want to estimate the parameters of a binomial distributed rv using MLE.
Other distributions will follow.
The equation system to solve is not very complex, but I've never done such
work in R and don't have any idea how to start...
The system is:
(1) n*P = X
(2) [sum {from j=0 to J-1} Y{j} /(n-j)] = -n * ln (1-X / n)
where * only X is given (empirical mean)
2008 Apr 14
2
looping problem
Hi R-users,
I would like to do looping for this process below to estimate alpha beta from gamma distribution:
Here are my data:
day_data1 <-
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
1943 48.3 18.5 0.0 0.0 18.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 2.8
1944 0.0 0.0
2008 Feb 09
1
Problem with fitdistr function
Hello,
I am using fitdistr function for parameter estimation.
When I use
fd<-fitdistr(V2,"gamma")
I get following error:
Error in optim(x = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, :
initial value in 'vmmin' is not finite
fd<-fitdistr(V2,"weibull")
Error in optim(x = c(0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, :
2005 Mar 21
1
working with tables
Hi,
two questions - I think simple to solve for you ...
(1) I've written a function containing some loops.
Each loop will generate a few outputs. Finally I have to combine them to get
something like a "spreadsheet" that my colleagues can import in EXCEL.
Up to now I'm doing it as follows:
With each loop-step I assign new values for each "column" of my desired
output
2006 Nov 28
3
ML fit of gamma distribution to grouped data
Hello,
we have a set of biological cell-size data, which are only available as
frequencies of discrete size classes, because of the high effort of
manual microscopic measurements.
The lengths are approximately gamma distributed, however the shape of
the distribution is relatively variable between different samples (maybe
it's a mixture in reality).
Is there any ML fitting (or
2005 Mar 12
1
MLE for two random variables
Hello,
I've the following setting:
(1) Data from a source without truncation (x)
(2) Data from an other source with left-truncation at threshold u (xu)
I have to fit a model on these these two sources, thereby I assume that both
are "drawn" from the same distribution (eg lognormal). In a MLE I would sum
the densities and maximize. The R-Function could be:
2008 Dec 24
1
Non-finite finite difference error
Hello, I'm trying to use fitdistr() from the MASS package to fit a gamma
distribution to a set of data. The data set is too large (1167 values) to
reproduce in an email, but the summary statistics are:
Min. 1st Qu. Median Mean 3rd Qu. Max.
116.7 266.7 666.7 1348.0 1642.0 16720.0
The call I'm trying to make is:
fitdistr(x,"gamma")
and the error is:
Error in optim(x =
2012 Feb 15
1
Parameter estimation of gamma distribution
Hi,
I am trying to estiamte parameters for gamma distribution using mle for
below data using fitdist & fitdistr functions which are from "fitdistrplus"
& "MASS"packages . I am getting errors for both functions. Can someone
please let me know how to overcome this issue??
data
y1<-
c(256656, 76376, 6467673, 46446, 3400, 3100, 5760, 4562, 8000, 512, 4545,
4562,
2008 Jun 11
2
MLE Estimation of Gamma Distribution Parameters for data with 'zeros'
Greetings, all
I am having difficulty getting the fitdistr() function to return without
an error on my data. Specifically, what I'm trying to do is get a
parameter estimation for fracture intensity data in a well / borehole.
Lower bound is 0 (no fractures in the selected data interval), and upper
bound is ~ 10 - 50, depending on what scale you are conducting the
analysis on.
I read in the
2010 Mar 08
1
lapply and list indexing basics (after realizing I wasn't previously subscribed...sorry)
I have split my original dataframe to generate a list of dataframes each of
which has 3 columns of factors and a 4th column of numeric data.
I would like to use lapply to apply the fitdistr() function to only the 4th
column (x$isi) of the dataframes in the list.
Is there a way to do this or am I misusing lapply?
As a second solution I tried splitting only the numeric data column to yield
a
2010 Mar 08
1
lapply and list indexing basics
I have split my original dataframe to generate a list of dataframes each of
which has 3 columns of factors and a 4th column of numeric data.
I would like to use lapply to apply the fitdistr() function to only the 4th
column (x$isi) of the dataframes in the list.
Is there a way to do this or am I misusing lapply?
As a second solution I tried splitting only the numeric data column to yield
a list
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
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
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