> Dear Ms. Spurdle I usually refer to myself as "He". (But then, that's not the whole story...)
I'm not an expert on maximum likelihood approaches. So, I apologize if the following suggestion is a poor one. Does your likelihood function have a limit, as alpha approaches zero (say zero)? If so, the limit of the log-likelihood would be -Inf, would it not. You could create a function representing the likelihood or log-likelihood by wrapping your density function. The function could allow alpha/beta values equal to or below zero, and return the limit. This is mathematically incorrect, but may be sufficient for permissible estimates of the second-order partial derivatives. Depending on the shape of the likelihood function these pseudo-likelihoods maybe able to be improved...? You could then do a small modification on the source code for MASS::fitdistr, such that the user specifies the likelihood function or log-likelihood function, rather than the density... The fitdistr function is relatively complex, however, you would only need to modify a couple of lines, the lines that create the fn function... ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
