On 2011-02-24 08:18, Andrea Storto wrote:
Dear all,I am having troubles in using fitdistr() from MASS package to fit self-defined distributions. I try to use it in this simple example where I want to fit some data to a Gaussian+Flat distribution: gaussflat<-function(x,sd,k){ res<-x res[ abs(x)<= k ]<- dnorm(x[ abs(x)<= k ],mean=0,sd=sd) res[ abs(x)> k ]<- dnorm(k,mean=0,sd=sd) res } a<-fitdistr(omgn,densfun=gaussflat,start=list(sd=0.4,k=0.8)) Starting values are very reasonable and gives me a good approximation of hist(omgn,probability=TRUE), but I get this message: Error in optim(x = c(0.195668995619466, 0.166501159354129, 0.259120988666992, : non-finite finite-difference value [1] Calls: fitdistr -> eval.parent -> eval -> eval -> optim In addition: There were 50 or more warnings (use warnings() to see the first 50) Execution halted Any hint? Perhaps should I carefully choose which minimizer to use in optim? Is a problem if the densfun has non-continuous derivative?? Or something completely wrong in the call to fitdistr?
You might consider providing a properly normalized density to fitdistr. Peter Ehlers
Thanks in advance Andrea ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
