Look at optim, or mle in package stats4.There are a lot of similar problems addressed in R: few real-world likelihoods have `an explicit formula'. One quite similar example is ARIMA fitting.
On Thu, 19 Jan 2006, Dominik Heinzmann wrote:
Dear R-users Problem: Given the following system of ordinary differential euqations dM/dt = (-n)*M-h*M dS/dt = n*M-h*S+u*R dA/dt = h*S-q*A dI/dt = q*A-p*I dJ/dt = h*M-v*J dR/dt=p*I+v*J-u*R where M,S,A,I,J,R are state variables and n,h,u,q,p,v parameters. I'm able to calculate the likelihood value based on the solutions M,S,A,I,J,R of the ODE's given the data, but without an explicit formula. How can I now optimize the loglikelihood with respect to the parameter n,h,u,q,p,v? Is there any functions available in R for dealing with such empirical likelihood problems? Thanks a lot for your support. -- Dominik Heinzmann Master of Science in Mathematics, EPFL Ph.D. student in Biostatistics Institute of Mathematics University of Zurich Winterthurerstrasse 190 CH-8057 Zürich Office: Y36L90 E-Mail : [EMAIL PROTECTED] Phone : +41-(0)44-635 5858 Fax : +41-(0)1-63 55705 Homepage: http://www.math.unizh.ch/user/heinzmann ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
-- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
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