I am using MLE and l-moments method for gamma distribution, exponential distribution and weibull distribution.
I used fitdistr() in gamma distribution.
I have an error messga saying that L-BFGS-B needs finite values of 'fn' And I wonder if I can fix this by change the optimization method from L-BFGS-B to BFGS.
Error in stats::optim(x = c(36.576, 1.778, 30.48, 1.524, 21.336, 3.302, : L-BFGS-B needs finite values of 'fn'
Here's my code.
# Maximum Likelihood Estimator (MLE)
gams_mle <- fitdistr(month_temp, "gamma", list(shape = s_gam, rate = 1/g_gam), lower = c(0,0))
gam_mle <- c(as.numeric(gams_mle$estimate[1]), as.numeric(gams_mle$estimate[2]))
Sample data:
0 1972 4 4 4.318 2
1 1972 4 4 6.604 4
2 1972 4 4 3.302 6
3 1972 4 4 0.762 8
4 1972 5 5 0.254 10
5 1972 5 5 3.048 12
6 1972 5 5 0.254 14
7 1972 5 5 1.778 16
8 1972 5 5 0.254 18
9 1972 5 5 1.778 20
10 1972 5 5 0.762 22
and in my main file, see the code below:
# 2. Gamma distribution function (alpha, beta)
j = 13
for (i in 1:12){
month_temp = input_data[,3]
index = month_temp == i
month_temp = input_data[index,5]
par_gam = gamma_fit(month_temp, option = FALSE)
par_matrix[j,1] = i
par_matrix[j,2] = 2
par_matrix[j, 3:4] = par_gam[1:2]
par_matrix[j, 8:9] = par_gam[3:4]
j = j + 1
}