Dear R users,
When I run the code below, I get the error "Error in integrate(integrand, 0,
Inf) : non-finite function value". The code works if the function returns
only "sum(integ)". However, I want to add "cmh" to it. When I add "cmh" I
get that error. I can't figure out why this is happening because my
integrate function has nothing to do with "cmh". I tried to integrate from
0 to 1000, and still same error. Any suggestion is greatly appreciated.
Thank you in advance!
d<-matrix(c(1,1,0,0,0,0,0,0,2,1,0,0,1,1,0,1,2,2,1,0),nrow=10,ncol=2)
h<-matrix(runif(20,0,1),10)
delta<-matrix(c(2,1,0,1,0,1,0,0,2,1,0,0,1,1,1,1,0,2,1,0),nrow=10,ncol=2)
out<-vector("numeric",length(1:2))
integ<-vector("numeric",length(1:2))
for (k in 1:2){
ll<-function(p){
cmh<-delta[,k]*(h[,k]*log(0.5))+p*log(gamma(1+1/p))
for(s in 1:10){
integrand<-function(x)
x^d[s,k]*exp(-x*gamma(1+1/p))^p*p*x^(p-1)*exp(-x*h[s,k])
}
integ<-integrate(integrand,0,Inf)$value
cmhn<-as.vector(cmh)
lik<-sum(cmhn+integ)
-lik
}
initial<-c(1)
t<-nlm(ll,initial)
out[k]<-t$estimate
}
est<-as.vector(out)
--
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