将逆高斯分布拟合到R中的数据

Question

Im trying to use the fitdist function in R to fit data to three different distributions by maximum likelihood to compare them. Lognormal and Weibull work fine, but I am struggling with Inverse Gaussian. I need to specify starting values, however when I do I get an error message.

fw<-fitdist(claims,"weibull") WORKS
fln<-fitdist(claims,"lnorm") WORKS
fig<-fitdist(claims,"invgauss",start=list(mu=0,lambda=1)) DOES NOT WORK

Error: 'The pinvgauss function should return a zero-length vector when input has length zero and not raise an error'

What is wrong with my code?

Answer 1

I was working with a similar issue and found the issue was with how I labeled my start values. The actuar library I was working with required the labels "mean" and "shape" on the values. The following code provided me a solution:

library(actuar)
library(fitdistrplus)
fig <- fitdist(claims, "invgauss", start = list(mean = 5, shape = 1))