Hi Jason, The error message indicates that there was problem in estimating the gradient of objective function. It has nothing to do with your second data point. This could happen for a variety of reasons, but the most proximate cause of the problem seems due to a parameter being negative during the iteration. The best solution, most often, is to provide a better (or atleast a different) starting value. Look at the example in the help page for "fitdistr":
fitdistr(x, dgamma, list(shape = 1, rate = 0.1), lower = 0.01) Note that the above command specifies lower bounds on both the shape and the rate parameter (hence a different optimziation algorithm will be used in "optim"). Best, Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: js.augus...@gmail.com Date: Tuesday, December 23, 2008 11:27 pm Subject: [R] Non-finite finite difference error To: r-help@r-project.org > 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 = c(3466.676842, 1666.749002, 2500.067852, > 1200.053892, : > non-finite finite-difference value [2] > In addition: Warning message: > In dgamma(x, shape, scale, log) : NaNs produced > > I found a couple of other posts from folks who were getting the same > error > from optim(), but did not find any useful tips for my situation. The > error > seems to indicate a problem with value 2 in my data set > (1666.749002), but > nothing seems odd about that value. > > I'm willing to pass along the full data set as an attachment if it > would > help. > > Thank you in advance! > > Jason S. Augustyn, Ph.D. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > 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.
