Hi Guys, it would be great if you could help me with a MLE problem in R.
I am trying to evaluate the maximum likelihood estimates of theta = (a1,
b1, a2, b2, P) which defines a mixture of a Poisson distribution and two
gamma prior distributions (where the Poisson means have a gamma
Franco,
You can provide lower and upper bounds on the parameters if you use optim
with method=L-BFGS-B.
Hth, Ingmar
From: francogrex [EMAIL PROTECTED]
Date: Fri, 5 Jan 2007 04:54:50 -0800 (PST)
To: r-help@stat.math.ethz.ch
Subject: [R] maximum likelihood estimation of 5 parameters
Hi
Franco,
You can provide lower and upper bounds on the parameters if you use optim
with method=L-BFGS-B.
Hth, Ingmar
Thanks, but when I use L-BFGS-B it tells me that there is an error in
optim(start, f, method = method, hessian = TRUE, ...) : L-BFGS-B needs
finite values of 'fn'
--
View this
On Fri, 5 Jan 2007, francogrex wrote:
[quoting Ingmar Vissar without attribution, contrary to the posting
guide.]
Franco,
You can provide lower and upper bounds on the parameters if you use optim
with method=L-BFGS-B.
Hth, Ingmar
Thanks, but when I use L-BFGS-B it tells me that there is
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of francogrex
Sent: Friday, January 05, 2007 10:42 AM
To: r-help@stat.math.ethz.ch
Subject: Re: [R] maximum likelihood estimation of 5 parameters
Franco,
You can provide lower and upper bounds
Using the inverse logistic transform to replace p by exp(xp)/(1+exp(xp)) allows
unconstrained fitting of xp. There may still be problems where xp tends to + or
- infinity depending on starting values.
francogrex [EMAIL PROTECTED] 01/05/07 11:54 PM
Hi Guys, it would be great if you could help
Subject: Re: [R] maximum likelihood estimation of 5 parameters
Franco,
You can provide lower and upper bounds on the parameters if you use optim
with method=L-BFGS-B.
Hth, Ingmar
Thanks, but when I use L-BFGS-B it tells me that there is an error in
optim(start, f, method = method
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of francogrex
Sent: Friday, January 05, 2007 10:42 AM
To: r-help@stat.math.ethz.ch
Subject: Re: [R] maximum likelihood estimation of 5 parameters
Franco,
You can provide lower and upper bounds