I am using fitdist () from fitdistrplus package to fit gamma distributions. Most of the data are fitted fine, but I get a warning for one group of data like below. It seems to be related to NaN produced in Std. Error. Also, I found different results produced using fitdistr from MASS.
fit.gamma = fitdist(data, 'gamma')
Warning messages:
1: In sqrt(diag(varcovar)) : NaNs produced
2: In sqrt(1/diag(V)) : NaNs produced
3: In cov2cor(varcovar) :
diag(.) had 0 or NA entries; non-finite result is doubtful
#estimates
> fit.gamma
Fitting of the distribution ' gamma ' by maximum likelihood
Parameters:
estimate Std. Error
shape 818.3582 NaN
rate 528503.7582 NaN
#different results produced using fitdistr from MASS
shape rate
820.7819 530073.2864
( 121.4543) ( 78460.8728)
The sample data from dput() is
c(0.00163517802885779, 0.00160283775056125, 0.00148355878584797, 0.00156397046432363,
0.00162024854828131, 0.00156768768420791, 0.00158063023100016, 0.00156508718537038,
0.00158003450240634, 0.00153358763566883, 0.00161065493852838, 0.00149028640335203,
0.00162802968564173, 0.00156671606699238, 0.00154716199638081, 0.00153821195940563,
0.00162198744285207, 0.00164083522311704, 0.00160865087968146, 0.00144217049528351,
0.00153505545581709, 0.00151854732860282, 0.00157043155113409, 0.00162826610639283,
0.00148190133362775, 0.00159462274874306, 0.00156724510802065, 0.0015398433747737,
0.00143860062975494, 0.00150409532005301, 0.00153848336893089, 0.00151664158431484,
0.00158084694063614, 0.00154878376860822, 0.00144337583756375, 0.00154777476470974,
0.00160737367968485, 0.00149589176429248, 0.00151175669790827, 0.00152465054164807,
0.00144735761146658, 0.0015726344621995, 0.00155360393089093, 0.00156793539059828,
0.00162794136974673, 0.00158943155328826, 0.0016170212947375, 0.00162497885156522,
0.00148874480354704, 0.00153209305693994, 0.00152311018565133, 0.00151099524254965,
0.00157917892375966, 0.00154874669553882, 0.00154939184680954, 0.00153031019277051,
0.00162243261815283, 0.00157590294470343, 0.00148554642291284, 0.00153540799890674,
0.00154243522592646, 0.00160275040086466, 0.00157940839557194, 0.00156961922875331,
0.00155304074589656, 0.00152928212568257, 0.00159290538926061, 0.00155801215578425,
0.00155369439113824, 0.00145084623308752, 0.00155089000592941, 0.00155886786525376,
0.00148652203536432, 0.0015927863907019, 0.00151196015173343, 0.0015821024463818,
0.00160081599038558, 0.00156313209340047, 0.00163608907687576, 0.00153841239422154,
0.0014710592012673, 0.00159246516016538, 0.00152258152415454, 0.00162132418508525,
0.00140478594523462, 0.00151683262604363, 0.0016052558226825, 0.00147646957382916,
0.0015132984105642, 0.00146861128575331, 0.00153106862171981, 0.00155880526046832,
0.001550953370886, 0.00158975519781942, 0.00142012723811699, 0.00155218402168674,
0.00156750756220327, 0.0015045948435867, 0.00159416372305572, 0.0014232058948302)
Also, here are the plots for the fitted gamma distribution.
I wonder what the warning actually means and why the results are different from those produced using fitdistr.
