Dear All,
I know that this topic has been already discussed on this list (see e.g.
http://markmail.org/message/bq2bdxwblwl4rpgf?q=r+fit+truncated+lognormal&page=1&refer=2ufc4fb2eftfwwml#query:r%20fit%20truncated%20lognormal+page:1+mid:7wxgkdxhixotorr5+state:results
for the case of weibull distribution), but I am experiencing some problems.
I deal with truncated distributions (that this to say data below/above a
certain threshold are removed from the observations and I do not know
any longer that there are any observations ruled out by a threshold).
(1) Consider the following snippet (along the lines of the suggestion in
the link above)
rm(list=ls())
library(MASS)
set.seed(1234)
lt_lognormal <- function(x, meanlog, sdlog ){
dlnorm(x, meanlog , sdlog )/plnorm(0.5, meanlog , sdlog )
}
my_seq <- rlnorm(10000)
my_fit <- fitdistr(my_seq,"lognormal")
cut_low <- my_seq[which(my_seq>0.5)]
my_fit_low <- fitdistr(cut_low,lt_lognormal,list(meanlog=0.2,sdlog=0.7),
lower=0.5 )
However, when I run it I get the following error
Error in optim(x = c(1.31973273433717, 2.95778647676973,
1.53591253356589, :
L-BFGS-B needs finite values of 'fn'
Does anybody know what is going on? Am I making a mistake?
(2) How about the case of simultaneously left- and right-truncated data?
What is the easiest way to deal with them?
Many thanks
Lorenzo
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