Hi Folks! Just started using the gamlss package and I tried a simple code example (see below). Why the negative sigma?
John > y <- rt(100, df=1)> m1<-fitDist(y, type="realline")Warning messages:1: In > MLE(ll3, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)2: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)3: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)4: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)5: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)> > m1 Family: c("TF", "t Family") Fitting method: "nlminb" Call: gamlssML(y = y, family = DIST[i]) Mu Coefficients: [1] 0.2376 Sigma Coefficients: [1] -0.09865 Nu Coefficients: [1] -0.2281 Degrees of Freedom for the fit: 3 Residual Deg. of Freedom 97 Global Deviance: 545.069 AIC: 551.069 SBC: 558.885 Another draw: > y <- rt(100, df=1)> m1<-fitDist(y, type="realline")Warning messages:1: In > MLE(ll3, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)2: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)3: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)4: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)5: In MLE(ll4, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence problem: optim gave code=1 false convergence (8)> > m1 Family: c("ST1", "Skew t (Azzalini type 1)") Fitting method: "nlminb" Call: gamlssML(y = y, family = DIST[i]) Mu Coefficients: [1] -0.05249 Sigma Coefficients: [1] -0.1545 Nu Coefficients: [1] 0.04445 Tau Coefficients: [1] -0.1352 Degrees of Freedom for the fit: 4 Residual Deg. of Freedom 96 Global Deviance: 505.414 AIC: 513.414 SBC: 523.835 > sessionInfo()R version 2.15.1 (2012-06-22) Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C LC_TIME=English_United States.1252 attached base packages: [1] splines stats graphics grDevices utils datasets methods base other attached packages: [1] gamlss_4.1-8 gamlss.data_4.1-0 gamlss.dist_4.1-6 nlme_3.1-104 MASS_7.3-21 loaded via a namespace (and not attached): [1] grid_2.15.1 lattice_0.20-10 survival_2.36-14 tools_2.15.1 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.