[R] mle
Hello,
I am going to estimate the parameter of the count model: pr(N=n)=
integration{B(x, alpha)-C(x,alpha)} by maximum likelihood estimation.
n-c(0,1,2,3) and F- (0,3,4,5) are the vectors of values and observed
frequency respectively. The function C(x,alpha) is not defined for n=0, but
suppose C(x,alpha)=1 when n=0. When I want to insert this exception in the
following loop, I don't receive reasonable estimate.
pari (alpha){
nloglik- function(alpha){
B-function(x,k){}
C-function(x,k){}
A-function(x){
s-rep(0,length(x))
s-s+ C(x,k)
s- s+B(x,k)
}
s
}
d-0
for (n in seq(along=F)){
lik-integrate(A,0,1)$value
d- d - F[n]*log(lik)}}
d }
F- (0,3,4,5)
n-length(F)
mle (nloglik, start=list(alpha=alpha)
}
This program gives the answer when n= 1,2,3. But for n=0 I get error, I have to
consider the exception : C(x,alpha)=1.
Does anybody know where I need to put the exception in the program? ( For 'if'
loops, I don't get reasonable results)
I would appreciate any help
Best Regards,
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[R] Chi-square test
Hello, If the vector of observed frequencies is: f-c(0,0,0,2,3,6,17,15,21,21,14,10,5,1,5) and the vector of probability :p11-c(7.577864e-06, 1.999541e-04 ,1.833510e-03, 9.059845e-03, 2.886977e-02, 6.546229e-02 ,1.124083e-01, 1.525880e-01, 1.689712e-01, 1.563522e-01, 1.232031e-01, 8.395000e-02, 5.009534e-02, 2.645857e-02,0.0205403) The sum of the probabilities is equal to one. But when I want to do the the Chi-square test, I get this error: probabilities must sum to one. Does anybody know the reason? Best Regards, pari __ 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.
[R] package GPseq
Hello I am going to estimate the parameters of generalized Poisson model of Consul. I need to use the function: generalized -poisson-likelihood(y). can anybody make me sure what the vector y is? If the amounts of variable is: (0,1,2,3) , and the vector of observed values is: (1,4,7,3). Which one is vector (y)? Thank you __ 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.
Re: [R] package GPseq
Hello I am going to estimate the parameters of generalized Poisson model of Consul. I need to use the function: generalized -poisson-likelihood(y). can anybody make me sure what the vector y is? If the amounts of variable is: (0,1,2,3) , and the vector of observed frequency for each level is: (1,4,7,3). Which one is vector (y)? Thank you __ 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.
[R] MLE
Dear Sir/Madam I am trying to get the Maximum Likelihood Estimation of a parameter in a probability mass function. The problem is my pmf which includes a summation and one integral. it is not similar to other known pdfs or pmfs such as normal, exponential, poisson, . Does anybody know whether I can use the current packages(like Maxlik) in R for getting the MLE of the parameter? Can anybody explains me with an example? I would appreciate any help. Best Regards, Pari __ 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.
[R] maximum likelihood estimation
Hello,As an example for Exponential distribution the MLE is got by this
structure:t - rexp(100, 2)loglik - function(theta){ log(theta) - theta*t}a -
maxLik(loglik, start=1)print(a)Exponential distribution has a simple
loglikelihood function. But if a new pdf has a more complicated form
like:pr(N(2)=n)= integral( ((2-x)^n)*(exp(ax-2))) - integral (((5-ax)^n)), both
integrals are defined over the interval(0,2) with respect to x. I also need
to use the loglike of the form : [F log(pr(n))]=lnL where F is the vector of
observations and (n) is the vector of input for the defined pmf. Do you think
how I can insert (define) the pr(n) in the loop below? loglik - function(a)
sum(F*(log(pr(n)))? n - c(0,1,2,3,4,5,6,7,8) F-c(0,0,1,3,5,7,8,11,10)
loglik - function(a) sum(F*(log(pr(n)))?? re - maxLik (loglik,
start=.5) summary(re)I would be grateful if you let me know your idea.Best
Regards,pari
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[R] maximum likelihood estimation
HelloI am trying to estimate the parameter of a function by the Maximum
Likelihood Estimation method.If the function is the difference between two
integrals: C-function(n){integrand3-function(x) {((2-x)^n)*(exp(ax-2))}cc-
integrate (integrand3,0,2)print(cc)}
D-function(n){integrand4-function(x) {((5-ax)^n)}cc- integrate
(integrand4,0,2)print(cc)}
f(n) = C(n) - D(n)
I need to estimate parameter (a). loglikelihood function is in the form of
sum[F(k) log(f(k))]=lnL. I am wondering how to introduce my logliklihood
function to the loop below. Can anybody help me for correcting the following
loop? if there are some other packages better than this , please let me
know.Thank you,Diba
n - c(0,1,2,3,4,5,6,7,8)
F-c(0,0,1,3,5,7,8,11,10)
loglik - function(a) sum(F*log(C(n)-D(n)))
re - maxLik (loglik, start=.5)
summary(re)
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and provide commented, minimal, self-contained, reproducible code.
[R] loop
Hello ,I am trying to write a loop for sum of integrals .
the integral
is:integrand4-function(x,a=1.5,n=3,k=0){(((a+1)*x)^k)*((2-x)^n)*(exp(-a*x-2))/(factorial(k)*factorial(n))}
integrate(integrand4,0,2).
I need a loop to give me the sum of integrals over k = 0,.n , for every
positive integer input (n).can anybody check my program and tell me about it's
problem?I am looking forward to your suggestions.
B-function(n){Sum-1for (k in
0:n){BB-function(k){integrand2-function(x,a=1.5){(((a+1)*x)^k)*((2-x)^(n))*(exp(-a*x-2))/(factorial(k)*factorial(n))}
integrate(integrand2,0,2)}r-print(BB(k))sum-sum+r}print(sum-1)}
Best Regards,Diba
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[R] C.D.F
Hello everybody, Can anybody help me to write a program for the CDF of sum of two independent gamma random variables ( covolution of two gamma distributions) with different amounts of parameters( the shape parameters are the same)? Thank you Diba [[alternative HTML version deleted]] __ R-help@r-project.org mailing list 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.
[R] MLE
Hello I know how to use R for estimating a parameter by using MLE if I have a simple function f(x,a). I am trying to design a program for a complicated function such as: g(.)=sum(integral(f(x,a,t,k))) where (a) is a parameter(needs to be estimated) , integral depends on (t) and sum is over (k). Does anybody have any idea? Thank you Diba [[alternative HTML version deleted]] __ R-help@r-project.org mailing list 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.
[R] Legendre quadrature
Hello everybody
I need to approximate the amount of integral by using
legendre quadrature. I have written a program which doesn't give me a
logical answer; Can anybody help me and send the correct program? For
example the approximated amount of integral of ( x ^2) on (-1,1) based
on legendre quad rule.
integrand-function(x){x^2}
rules - legendre.quadrature.rules( 50 )
order.rule - rules[[50]]
chebyshev.c.quadrature(integrand, order.rule, lower = -1, upper = 1)
Thank you
Diba
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and provide commented, minimal, self-contained, reproducible code.
[R] legendre quadrature
Hello everybody
I need to approximate the amount of integral by using
legendre quadrature. I have written a program which doesn't give me a
logical answer; Can anybody help me and send the correct program? For
example the approximated amount of integral of ( x ^2) on (-1,1) based
on legendre quad rule.
integrand-function(x) {x^2}
rules - legendre.quadrature.rules( 50 )
order.rule - rules[[50]]
chebyshev.c.quadrature(integrand, order.rule, lower = -1, upper = 1)
Thank you
Diba
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and provide commented, minimal, self-contained, reproducible code.
