Re: [Rd] Problem with fitdistr for gamma in R 2.2.0

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Thu 17 Nov 2005 - 15:37:35 GMT

P Ehlers <ehlers@math.ucalgary.ca> writes:

> Gregor,
>
> fitdistr(otm, "gamma", method="L-BFGS-B")
>
> works for me (on WinXP). Or you could specify "lower = 0".

The really odd thing is that it even works with

> fitdistr(otm, "gamma",lower=-Inf)

     shape rate
  1.03081094 0.18924370
 (0.09055117) (0.02117350)

or even

> fitdistr(otm, "gamma",upper=Inf)

     shape rate
  1.03081094 0.18924370
 (0.09055117) (0.02117350)

Also

> fitdistr(otm, "gamma",control=list(parscale=c(.1,.1)))

     shape rate
  1.03079500 0.18923897
 (0.09055106) (0.02117363)

and quite amusingly:

> fitdistr(otm, "gamma",method="BFGS",lower=0)

     shape rate
  1.03081096 0.18924371
 (0.09055118) (0.02117350)
Warning message:
bounds can only be used with method L-BFGS-B in: optim(x = c(0.059610966029577, 0.0591496321922168, 0.14, 0.18,
> fitdistr(otm, "gamma",method="CG",lower=0)

     shape rate
  1.03081096 0.18924371
 (0.09055118) (0.02117350)
Warning message:
bounds can only be used with method L-BFGS-B in: optim(x = c(0.059610966029577, 0.0591496321922168, 0.14, 0.18,

whereas the same calls without the dysfunctional lower= gives the warning about `shape` needing to be positive.

This probably all indicates that something inside optim() is broken.  

> I no longer have 2.1.0 running, so I don't know why this
> wasn't needed in 2.1.0.
>
> "R version 2.2.0, 2005-10-24"
> MASS version: 7.2-20
>
> -peter
>
> Gorjanc Gregor wrote:
> > Dear R developers,
> >
> > I have encountered strange behaviour of fitdistr for gamma in recent R
> > build i.e. 2.2.0. I have attached the code for data at the end of this mail
> > so you can reproduce the problem. In short, I am able to run fitdistr under
> > 2.1.0 without problems, while I get the following error under 2.2.0
> > (Version 2.2.0 Patched (2005-11-15 r36348))
> >
> >
> >>fitdistr(otm, "gamma")
> >
> > Error in densfun(x, parm[1], parm[2], ...) :
> > 'shape' must be strictly positive
> >
> > The results on 2.1.1 (Version 2.1.1 (2005-06-20)) are
> >
> >
> >>fitdistr(otm, "gamma")
> >
> > shape rate
> > 1.030667 0.189177
> > (0.090537) (0.021166)
> >
> > Platform: Windows XP
> >
> > Thank you in advance for your effort on this remarkable tool!
> >
> > Here is the data for above problem/results:
> >
> > "otm" <-
> > c(0.059610966029577, 0.0591496321922168, 0.14, 0.18, 0.24, 0.25,
> > 0.270071982912719, 0.270758049933706, 0.269911804412492, 0.280138451903593,
> > 0.279787947586738, 0.279429937571753, 0.3, 0.320746235495899,
> > 0.319553311037365, 0.51, 0.54, 0.56, 0.6, 0.609812622915953,
> > 0.609198293855879, 0.64, 0.69, 0.74, 0.76, 0.770972826186568,
> > 0.769288654833566, 0.78, 0.789181584270671, 0.78991363293305,
> > 0.8, 0.89, 0.900691718998831, 0.8991656800583, 0.92, 0.93, 0.94,
> > 1.01, 1.02, 1.13, 1.18, 1.26, 1.29, 1.33, 1.42, 1.43, 1.47, 1.47940529614314,
> > 1.47920716832764, 1.6, 1.61, 1.63, 1.68938231960637, 1.6894849291523,
> > 1.82, 1.88088044053270, 1.8792804789003, 1.89, 1.92, 2, 2.04,
> > 2.07, 2.12, 2.17, 2.18, 2.22, 2.23, 2.27, 2.28, 2.3, 2.32092240267433,
> > 2.31912300181622, 2.38, 2.39, 2.43, 2.46, 2.51, 2.52, 2.55, 2.56,
> > 2.61, 2.66091404781397, 2.6595832825806, 2.67, 2.7, 2.77, 2.8,
> > 2.81, 2.86, 2.87, 2.93, 3.01, 3.05, 3.14, 3.15, 3.17, 3.18, 3.24,
> > 3.26, 3.33, 3.44, 3.45, 3.52, 3.55, 3.63, 3.73, 3.9, 4, 4.01,
> > 4.04, 4.13, 4.15934497380769, 4.16094719917513, 4.3, 4.33, 4.34,
> > 4.66, 4.76, 4.82, 4.83, 4.89, 4.92, 5.06, 5.14, 5.16, 5.26, 5.31,
> > 5.36, 5.48, 5.66, 5.79, 5.8, 5.85, 5.87, 5.92952534468565, 5.92962284128508,
> > 6.04, 6.11, 6.13, 6.16, 6.19, 6.42, 6.66, 6.69, 7.11, 7.16, 7.29,
> > 7.3, 7.31, 7.33, 7.72, 7.82, 7.87, 7.91, 8.01, 8.17, 8.45, 8.49,
> > 8.73, 8.86, 8.95, 9, 9.05, 9.13, 9.22, 9.52, 9.82, 9.88, 9.91,
> > 9.99, 10.03, 10.4, 10.59, 10.83, 11.06, 11.64, 11.85, 12.02,
> > 12.4, 12.64, 12.96, 13.44, 14.06, 14.07, 14.37, 15.4, 15.6, 15.92,
> > 16.23, 16.6, 16.97, 17.06, 17.8, 18.69, 18.73, 19.2, 19.51, 19.54,
> > 20.57, 21.05, 22.23, 27.02)
> >
> > Lep pozdrav / With regards,
> > Gregor Gorjanc
> >
> > ----------------------------------------------------------------------
> > University of Ljubljana
> > Biotechnical Faculty URI: http://www.bfro.uni-lj.si/MR/ggorjan
> > Zootechnical Department mail: gregor.gorjanc <at> bfro.uni-lj.si
> > Groblje 3 tel: +386 (0)1 72 17 861
> > SI-1230 Domzale fax: +386 (0)1 72 17 888
> > Slovenia, Europe
> > ----------------------------------------------------------------------
> > "One must learn by doing the thing; for though you think you know it,
> > you have no certainty until you try." Sophocles ~ 450 B.C.
> >
> > ______________________________________________
> > R-devel@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
>
> Peter Ehlers
> University of Calgary
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Fri Nov 18 02:50:28 2005

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