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