MASS包'“fitdistr”:处理被操纵的随机数据时出错

时间:2017-04-25 03:58:07

标签: r distribution bayesian empirical-distribution

背景

下面我使用R生成了一些随机的 beta 数据并稍微操纵数据的形状以达到我所说的“{{1}在我的代码中“。我在代码中直方图Final

问题:

我想知道为什么在尝试使用MASS包“ fitdistr ”函数将“beta”分布符合Final数据时,我得到以下错误(任何建议如何避免此错误)?

Final

这是我的R代码:

Error in stats::optim(x = c(0.461379379270288, 0.0694261016478062, 0.76934266883081,  : 
  initial value in 'vmmin' is not finite

1 个答案:

答案 0 :(得分:0)

这是代码。

与您的代码相同,我刚刚删除了负β值。

library(MASS)

set.seed(47)

Initial = rbeta(1e5, 2, 3)
d <- density(Initial)

b.5 <- dbeta(seq(0, 1, length.out = length(d$y)), 50, 50)


b.5 <- b.5 / (max(b.5) / max(d$y))    # Scale down to max of original 
density

b.6 <- dbeta(seq(0, 1, length.out = length(d$y)), 60, 40)
b.6 <- b.6 / (max(b.6) / max(d$y))

# Collect maximum densities at each x to use as sample probability weights
p <- pmax(d$y, b.5, b.6)


Final <- sample(d$x, 1e4, replace = TRUE, prob = p) ## THIS IS MY FINAL DATA

hist(Final, freq = F, ylim = c(0, 2))               ## HERE IS A HISTOGRAM

This is the original histogram

# replace negative beta values with smallest value > 0
Final[Final<= 0] <- min(Final[Final>0])

hist(Final, freq = F, ylim = c(0, 2))

The histogram after removing negative values

m <- MASS::fitdistr(x = Final, densfun = "beta",          
                start = list(shape1 = 1, shape2 = 1))

以下是形状参数:

> m
     shape1       shape2  
  1.99240852   2.90219720 
 (0.02649853) (0.04010168)

注意它会发出一些警告。