Ravi, thank you for the explanation - that makes perfect sense, and it
wouldn't have occurred to me to suspect a negative parameter based on the
error. Using the elaborated syntax from the help page yields a lovely fit.
Regards,
Jason
On Wed, Dec 24, 2008 at 10:57 AM, Ravi Varadhan <rvarad...@jhmi.edu> wrote:
> 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.
>
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