r - 尝试使用 R fitdistr{MASS} 拟合 Gamma 分布时出错

Question

我在 R 中遇到 fitdistr{MASS} 函数的问题。我有这个向量:

a <- c(26,73,84,115,123,132,159,207,240,241,254,268,272,282,300,302,329,346,359,367,375,378, 384,452,475,495,503,531,543,563,594,609,671,687,691,716,757,821,829,885,893,968,1053,1081,1083,1150,1205,1262,1270,1351,1385,1498,1546,1565,1635,1671,1706,1820,1829,1855,1873,1914,2030,2066,2240,2413,2421,2521,2586,2727,2797,2850,2989,3110,3166,3383,3443,3512,3515,3531,4068,4527,5006,5065,5481,6046,7003,7245,7477,8738,9197,16370,17605,25318,58524)

我想使用命令将 Gamma 分布拟合到数据:

fitted.gamma <- fitdistr(a, "gamma")

但是我有这样的错误:

Error in optim(x = c(26, 73, 84, 115, 123, 132, 159, 207, 240, 241, 254,  : 
non-finite finite-difference value [1]
In addition: Warning messages:
1: In densfun(x, parm[1], parm[2], ...) : NaNs produced
2: In densfun(x, parm[1], parm[2], ...) : NaNs produced
3: In densfun(x, parm[1], parm[2], ...) : NaNs produced
4: In densfun(x, parm[1], parm[2], ...) : NaNs produced

所以我尝试初始化参数:

(fitted.gamma <- fitdistr(a, "gamma", start=list(1,1)))

对象 Fitted.gamma 已创建，但打印时会产生错误:

Error in dn[[2L]] : subscript out of bounds

你知道发生了什么或者知道其他一些 R 函数来通过 MLE 拟合单变量分布吗？

预先感谢您的任何帮助或回复。

库巴

Answer 1

始终先绘制你的东西，你的缩放比例太糟糕了。

library(MASS)
a <- c(26,73,84,115,123,132,159,207,240,241,254,268,272,282,300,302,329,346,359,367,375,378, 384,452,475,495,503,531,543,563,594,609,671,687,691,716,757,821,829,885,893,968,1053,1081,1083,1150,1205,1262,1270,1351,1385,1498,1546,1565,1635,1671,1706,1820,1829,1855,1873,1914,2030,2066,2240,2413,2421,2521,2586,2727,2797,2850,2989,3110,3166,3383,3443,3512,3515,3531,4068,4527,5006,5065,5481,6046,7003,7245,7477,8738,9197,16370,17605,25318,58524)
## Ooops, rater wide
plot(hist(a))
fitdistr(a/10000,"gamma") # gives warnings
# No warnings
fitted.gamma <- fitdistr(a/10000, dgamma,  start=list(shape = 1, rate = 0.1),lower=0.001)

现在您可以决定如何进行缩放