R: mix() in mixdist package returning error

mixed-models, nlm, normal-distribution, r

Solution

Using the test data you linked to

library(mixdist) 
time <- seq(673,723) 
counts <-c(3,12,8,12,18,24,39,48,64,88,101,132,198,253,331,
   419,563,781,1134,1423,1842,2505,374,6099,9343,13009, 
   15097,13712,9969,6785,4742,3626,3794,4737,5494,5656,4806,
   3474,2165,1290,799,431,213,137,66,57,41,35,27,27,27) 
data.df <- data.frame(time=time, counts=counts) 

We can see that

startparam <- mixparam(c(699,707),1 )
data.fit <- mix(data.mix, startparam, "norm") 

Gives the same error. This error appears to be closely tied to the data (so the reason this data does not work could be potentially different than why yours does not work but this is the only example you offered up).

The problem with this data is that the probability between the two groups becomes indistinguishable at some point. Then that happens, the "E" step of the algorithm cannot estimate the `pi` variable properly. Here

pnorm(717,707,1)
# [1] 1
pnorm(717,699,1)
# [1] 1

both are exactly 1 and this seems to be causing the error. When `mix` takes 1 minus this value and compares the ratio to estimate group, it gets `NaN` values which are propagated to the estimate of proportions. When internally these `NaN` values are passed to `nlm()` to do the estimation, you get the error message

Error in nlm(mixlike, lmixdat = mixdat, lmixpar = fitpar, ldist = dist,  : 
  missing value in parameter

The same error message can be replicated with

f <- function(x) sum((x-1:length(x))^2)
nlm(f, c(10,10))
nlm(f, c(10,NaN)) #error

So it appears the `maxdist` package will not work in this scenario. You may wish to contact the package maintainer to see if they are aware of the problem. In the meantime you will will need to find another way to estimate the parameters of you mixture model.

Problem

I have installed the mixdist package in R to combine distributions. Specifically, I'm using the `mix()` function. See documentation. Basically, I'm getting `Error in nlm(mixlike, lmixdat = mixdat, lmixpar = fitpar, ldist = dist, : missing value in parameter` I googled the error message, but no useful results popped up. My first argument to `mix()` is a data frame called data.df. It is formatted exactly like the built-in data set pike65. I also did `data.df <- as.mixdata(data.df)`. My second argument has two rows. It is a data frame called datapar, formatted exactly like pikepar. My `pi` values are 0.5 and 0.5. My `mu` values are 250 and 463 (based on my data set). My `sigma` values are 0.5 and 1. My call to `mix()` looks like: `fitdata <- mix(data.df, datapar, "norm", constr = mixconstr(consigma="CCV"), emsteps = 3, print.level = 2)` The printing shows that my `pi` values go from 0.5 to NaN after the first iteration, and that my gradient is becoming 0. I would appreciate any help in sorting out this error. Thanks, n.i.

Original source

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