i trying fit truncated normal distribution data. however, have been running following error:
<simpleerror in optim(par = vstart, fn = fnobj, fix.arg = fix.arg, obs = data, gr = gradient, ddistnam = ddistname, hessian = true, method = meth, lower = lower, upper = upper, ...): non-finite finite-difference value [1]> error in fitdist(testdata, "truncnorm", start = list(a = 0, mean = 0.8, : function mle failed estimate parameters, error code 100
i'm not sure what's going wrong - i've read in cases there can problems fitting if initial guesses wrong or higher actual values, i've tried number of different start values , none seem work.
here small sample of data, , code used error:
library(fitdistrplus) library(truncnorm) testdata <- c(3.2725167726, 0.1501345235, 1.5784128343, 1.218953218, 1.1895520932, 2.659871271, 2.8200152609, 0.0497193249, 0.0430677458, 1.6035277181, 0.2003910167, 0.4982836845, 0.9867184303, 3.4082793339, 1.6083770189, 2.9140912221, 0.6486576911, 0.335227878, 0.5088426851, 2.0395797721, 1.5216239237, 2.6116576364, 0.1081283479, 0.4791143698, 0.6388625172, 0.261194346, 0.2300098384, 0.6421213993, 0.2671907741, 0.1388568942, 0.479645736, 0.0726750815, 0.2058983462, 1.0936704833, 0.2874115077, 0.1151566887, 0.0129750118, 0.152288794, 0.1508512023, 0.176000366, 0.2499423442, 0.8463027325, 0.0456045486, 0.7689214668, 0.9332181529, 0.0290242892, 0.0441181842, 0.0759601229, 0.0767983979, 0.1348839304 ) fitdist(testdata, "truncnorm", start = list(a = 0, mean = 0.8, sd = 0.9))
the problem mle estimator provides increasingly negative estimates parameter mean
lower bound a
tends 0 (note latter must not specified within start
parameter, within fix.arg
):
fitdist(testdata, "truncnorm", fix.arg=list(a=-.5), start = list(mean = mean(testdata), sd = sd(testdata))) fitdist(testdata, "truncnorm", fix.arg=list(a=-.2), start = list(mean = mean(testdata), sd = sd(testdata))) fitdist(testdata, "truncnorm", fix.arg=list(a=-.15), start = list(mean = mean(testdata), sd = sd(testdata)))
one possibility prevent large negative values mean
use lower bound optimisation:
fitdist(testdata, "truncnorm", fix.arg=list(a=0), start = list(mean = mean(testdata), sd = sd(testdata)), optim.method="l-bfgs-b", lower=c(0, 0))
however, alters estimation procedure; in fact imposing additional constraints on parameters , might obtain different answers different lower bounds.
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