1

I'm trying to compare the value of the log likelihood function given by the logLik function and the value calculate by hand for a Gamma distribution. The value given by the logLik function is:

require(fitdistrplus)

x = rgamma(50,shape = 2, scale = 10)
Gamma_fitdist = fitdist(x,"gamma")
logLik(Gamma_fitdistr)
-189.4192

and for the loglikelihood function "by hand" is:

gmll <- function(scale,shape,datta){
  a <- scale
  b <- shape
  n <- length(datta)
  sumd <- sum(datta)
  sumlogd <- sum(log(datta))
  gmll <- n*a*log(b) + n*lgamma(a) + sumd/b - (a-1)*sumlogd
  gmll
} 

gmll(scale = 10, shape = 2, datta = x)
-246.6081

Why logLik function give me a different value? Thanks!

jay.sf
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1 Answers1

2

You've interverted scale and shape and there's a couple of sign errors in your code.

library(fitdistrplus)

set.seed(666)
x = rgamma(50, shape = 2, scale = 4)

Gamma_fitdist = fitdist(x,"gamma")
logLik(Gamma_fitdist)
# -150.3687

gmll <- function(scale,shape,datta){
  a <- shape
  b <- scale
  n <- length(datta)
  sumd <- sum(datta)
  sumlogd <- sum(log(datta))
  -n*a*log(b) - n*lgamma(a) - sumd/b + (a-1)*sumlogd
} 

rate <- Gamma_fitdist$estimate[["rate"]]
shape <- Gamma_fitdist$estimate[["shape"]]
gmll(scale = 1/rate, shape = shape, datta = x)
# -150.3687
Stéphane Laurent
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