From: Sundar Dorai-Raj <[EMAIL PROTECTED]> Reply-To: [EMAIL PROTECTED] To: Christian Schulz <[EMAIL PROTECTED]> CC: [EMAIL PROTECTED] Subject: Re: [R] optim "a log-likelihood function" Date: Wed, 29 Sep 2004 10:41:45 -0700
Christian Schulz wrote:
Hello,
i know that i have to use optim, but i'm confused how its possible maximize the sum over all l[i] and get the optimized max(LL), r and alpha?
LL <- function(trans,time){
for(i in 1:length(trans){
l[i] <- log(lgamma(r+trans[i] - gamma(r+1)*(alpha/alpha+t[i]))**r)*(t[i]/alpha+t[i]))**trans[i]
}
return(sum(l))
}
i'm confused how i have to set r and alpha and i found no related help in archives?
...in Excel it works with solver but only for ~65.000 rows :-)
#This notation is 1 for trans and 1 for time instead the Startvalues for r and alpha?
I'm not sure what the above statement means, so I may have misinterpretted what you are trying to accomplish.
optim(c(1,1),-LL)
many thanks for an easy example or hint regards,christian
Did you look at the first example in ?optim? There also numerous errors in LL: missing parans, time is not used, t is undefined in the function.
LL <- function(x, trans, time) { r <- x[1] alpha <- x[2] ... sum(l) }
optim(c(1, 1), LL, control = list(fnscale = -1), trans = trans, time = time)
Some style issues:
1. Break up lines that run too long, especially if you expect others to read your code.
2. You don't need an explicit "return" at the end of a function.
3. You should remove the "for" loop in LL and vectorise "l", which should be easy.
I also use optim, however, for my case, can you show some light on avoiding the loop?
There are around 200 sets of (i,j,k) where i<=j<=k. 3 situations exist whether "=" hold, I list one for example,
l<-i:(k-j+i)
s<-rep(0,k)
s[l]<-choose(j,i)*choose((k-j),(l-i))/choose(k,l)
ss<-sum(s*x0)then sum all the log(ss) is my log-liklihood function.
One loop from 1 to 200 is inevitable. I have tried to use vector, however, I only can simply to this situation. Thanks.
Regards,
Zhen
Hope this is helpful,
--sundar
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