[R] parameters in fitdistr

From: Carsten Steinhoff <carsten.steinhoff_at_gmx.de>
Date: Wed 07 Jun 2006 - 00:09:17 EST


Hello,

today I've updated from Version 2.1.1 to 2.3.1.

The function you can find below for MLE with double tuncated Lognormal Distr. is working very well with 2.1.1 but now with the same function I get the error: object "u_right" not found ... although I've declared standard-values. I also tryed it with the call: my.lnvfit(rlnorm(1000,5,2),u_left=100,u_right=10000)!

Is it due to changes in the environment or in the function "fitdistr" (MASS) ?
For both I could not find anything regarding this problem in the documentation.

Who can help?

Thanks a lot,
Carsten


lognormal_tr=function (loss, u_left=0, u_right=Inf, mu=NA, sigma=NA, ...)

{

library(MASS)
verluste=which(loss>=u_left & loss <=u_right) loss=loss[verluste]

if (is.na(mu))
mu = mean(log(loss))
if (is.na(sigma)) 

sigma = sd (log(loss))

# Function to optimize

lnv2=function(x,mu,sigma,left,right)
{

return(dlnorm(x,mu,sigma)/(plnorm(right,mu,sigma)-plnorm(left,mu,sigma))) }

pars=fitdistr(loss,lnv2,list(mu=mu,sigma=sigma),left=u_left,right=u_right, ...)
return(mu=as.vector(pars$estimate[1]), sigma=as.vector(pars$estimate[2])) }



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