我无法用最大似然估计来解决问题,你能给我一些建议吗?
我正在尝试拟合累积分布函数的参数,但我在mle()
和fitdist()
下都有一条警告消息:
optim中的simpleError(par = vstart,fn = fnobj,fix.arg = fix.arg,obs = data,gr = gradient,ddistnam = ddistname,hessian = TRUE,method = meth,lower = lower,upper = upper ,...):'vmmin'中的初始值不是有限的>
函数是:1 - ((1-q)*(1-theta)/ q / theta / n)^(1 /(n-1))与未知参数theta
我mle()
的脚本是:
n<-as.numeric(length(price))
pclearing<-function(q,theta) 1-((1-q)*(1-theta)/q/theta/n)^(1/(n-1))
dclearing<-function(x,theta) ((1-x)*(1-theta)/x/theta/n)^((1/(n-1))-1)*((1/(n-1))*(((1-theta)/x+(1-x)*(1-theta)/x^2)/theta/n))
mledist(price,"clearing",start=list(theta=0.0001))
数据numeric
名为price
:
0.717534108
0.757705912
0.598281961
0.628852956
0.684588176
0.6725619
0.639919151
0.606366852
0.658943911
0.570995452
0.576200101
0.558362809
0.551187468
0.610156645
0.620262759
0.545224861
0.575795856
0.629358262
0.69909045
1
0.658110157
0.587670541
0.639919151
0.654850935
0.602299141
0.631379485
0.685447196
0.771576554
0.545224861
0.702880243
0.655634159
0.591207681
0.688731683
0.603082365
0.698029308
0.748863062
0.665740273
0.570995452
0.709499747
0.535219808
0.61066195
0.652602324
0.729156139
0.630368873
0.567205659
0.641965639
0.689186458
0.678120263
0.577817079
0.548256695
0.714754927
0.535219808
0.632895402
0.573774634
0.59914098
0.64426478
0.644012127
0.535118747
0.703132895
0.691258211
0.716018191
0.6725619
0.71104093
0.665740273
0.66902476
0.741359272
0.719833249
0.708084891
0.858767054
0.555583628
0.674482062
0.568468924
0.535118747
0.665740273
0.548256695
0.728941385
0.68499242
0.716801415
0.568216271
0.609903992
0.716270844
0.717534108
0.717534108
0.655634159
0.615209702
0.581101566
0.568468924