Re: [R] how to avoid NaN in optim()
You do not have to worry about re-defining your function to handle the
constraints on parameters. You can let the optimizer worry about it.
lik <- function(nO, nA, nB, nAB){
loglik <- function(par)
{
p=par[1]
q=par[2]
r <- 1 - p - q
-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
+ nB * log (q^2 + 2 * q * r)
+ nAB * (log(2) +log(p) +log(q)))
}
}
library(BB)
# constraints: x[1] > 0; x[2] > 0; x[1] + x[2] < 1
Amat <- matrix(c(1,0,0,1,-1,-1), 3, 2, byrow=TRUE)
b <- c(0, 0, -1)
c1 <- runif(1)
p0 <- c(c1, max(0.01, 0.99-c1))
spg(p0, lik ( 176,182,60,17) , project="projectLinear",
projectArgs=list(A=Amat, b=b, meq=0))
Hope this helps,
Ravi.
-Original Message-
From: Ravi Varadhan [mailto:rvarad...@jhmi.edu]
Sent: Thursday, September 30, 2010 3:09 PM
To: Ravi Varadhan
Cc: arindam fadikar; r-help@r-project.org
Subject: Re: [R] how to avoid NaN in optim()
Here is how you do it:
library(BB)
Amat <- matrix(c(1,0,0,1,-1,-1), 3, 2, byrow=TRUE)
b <- c(0, 0, -1)
p0 <- c(0.5, 0.4)
spg(p0, lik ( 176,182 , 60 ,17) , project="projectLinear",
projectArgs=list(A=Amat, b=b, meq=0))
Hope this helps,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Ravi Varadhan
Date: Thursday, September 30, 2010 3:04 pm
Subject: Re: [R] how to avoid NaN in optim()
To: Ravi Varadhan
Cc: arindam fadikar , r-help@r-project.org
> You also need the constrain that par[1] + par[2] < 1 in order to avoid
> NaNs.
>
> You can do this using the `projectLinear' argument in `spg'.
>
> library(BB)
> ?spg
>
>
> Ravi.
>
>
>
> Ravi Varadhan, Ph.D.
> Assistant Professor,
> Division of Geriatric Medicine and Gerontology
> School of Medicine
> Johns Hopkins University
>
> Ph. (410) 502-2619
> email: rvarad...@jhmi.edu
>
>
> - Original Message -
> From: Ravi Varadhan
> Date: Thursday, September 30, 2010 2:54 pm
> Subject: Re: [R] how to avoid NaN in optim()
> To: arindam fadikar
> Cc: r-help@r-project.org
>
>
> > Change the `else NA' to `else Inf' in your loglik function and
> then
> > run the following:
> >
> >
> > library(BB)
> >
> > p0 <- runif(2)
> >
> > spg(p0, lik (176,182 , 60 ,17) , lower=0, upper=1)
> >
> >
> > This will give you correct results.
> >
> > Ravi.
> >
> >
> >
> > Ravi Varadhan, Ph.D.
> > Assistant Professor,
> > Division of Geriatric Medicine and Gerontology
> > School of Medicine
> > Johns Hopkins University
> >
> > Ph. (410) 502-2619
> > email: rvarad...@jhmi.edu
> >
> >
> > - Original Message -
> > From: arindam fadikar
> > Date: Thursday, September 30, 2010 2:17 pm
> > Subject: [R] how to avoid NaN in optim()
> > To: r-help@r-project.org
> >
> >
> > > hi ,
> > >
> > > lik <- function(nO, nA, nB, nAB){
> > >
> > > loglik <- function(par)
> > >{
> > >p=par[1]
> > >q=par[2]
> > >r <- 1 - p - q
> > >
> > >if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
> > >
> > > {
> > >-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> > > + nB * log (q^2 + 2 * q * r)
> > > + nAB * (log(2) +log(p) +log(q)))
> > > }
> > >else
> > > NA
> > >}
> > >
> > > loglik
> > >
> > > }
> > >
> > >
> > > i want to maximize this likelihood function over the range
> (0,0,0)
> > to
> > > (1,1,1). so i tried
> > >
> > > optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
> > >
> > > and obtained the following :
> > >
> > > > optim(c(0.3,0.3), fn, method="CG")
> > > $par
> > > [1] 0.26444187 0.09316946
> > >
> > > $value
> > > [1] 492.5353
>
Re: [R] how to avoid NaN in optim()
arindam fadikar wrote:
>
>
> loglik <- function(par)
> {
> p=par[1]
> q=par[2]
> r <- 1 - p - q
> if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
> {
> -(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> + nB * log (q^2 + 2 * q * r)
> + nAB * (log(2) +log(p) +log(q)))
>}
> else
> NA
> }
> loglik
> }
> .
>
Extending the tests in the if in loglik to
if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) && (p^2 + 2*p*r)>0 &&
(q^2 + 2*q*r)>0)
would also help.
/Berend
--
View this message in context:
http://r.789695.n4.nabble.com/how-to-avoid-NaN-in-optim-tp2738093p2746635.html
Sent from the R help mailing list archive at Nabble.com.
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] how to avoid NaN in optim()
On Thu, Sep 30, 2010 at 12:04 PM, arindam fadikar
wrote:
> thanks Ravi yes , we were getiing the correct results but we thought
> there should be a way to avoid those NaN values ... and now we are done
> the if condition was written wrongly there ... instead of that if we do
>
> p > 0 && q > 0 && r > 0 && p < 1 && q < 1 && r < 1
>
> its perfectly fine .. but is there a smart way to write this condition ?
combine p, q, and r. Here imagine x = c(p, q, r)
x <- c(.5, .5, .5)
all(x > 0 & x < 1)
x2 <- c(.5, .5, 1.01)
all(x2 > 0 & x2 < 1)
In this case you will not want to use && because x has more than one
element. all() basically just checks that everything is TRUE.
Josh
>
> On Fri, Oct 1, 2010 at 12:30 AM, Ravi Varadhan wrote:
>
>> I forgot to mention:
>>
>> You actually got correct results with using optim and `CG'. The warning
>> messages were just telling you that there were some log(negative number)
>> operations during the iterative process.
>>
>> Ravi.
>>
>>
>>
>> Ravi Varadhan, Ph.D.
>> Assistant Professor,
>> Division of Geriatric Medicine and Gerontology
>> School of Medicine
>> Johns Hopkins University
>>
>> Ph. (410) 502-2619
>> email: rvarad...@jhmi.edu
>>
>>
>> - Original Message -
>> From: arindam fadikar
>> Date: Thursday, September 30, 2010 2:17 pm
>> Subject: [R] how to avoid NaN in optim()
>> To: r-help@r-project.org
>>
>>
>> > hi ,
>> >
>> > lik <- function(nO, nA, nB, nAB){
>> >
>> > loglik <- function(par)
>> > {
>> > p=par[1]
>> > q=par[2]
>> > r <- 1 - p - q
>> >
>> > if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
>> >
>> > {
>> > -(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
>> > + nB * log (q^2 + 2 * q * r)
>> > + nAB * (log(2) +log(p) +log(q)))
>> > }
>> > else
>> > NA
>> > }
>> >
>> > loglik
>> >
>> > }
>> >
>> >
>> > i want to maximize this likelihood function over the range (0,0,0) to
>> > (1,1,1). so i tried
>> >
>> > optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
>> >
>> > and obtained the following :
>> >
>> > > optim(c(0.3,0.3), fn, method="CG")
>> > $par
>> > [1] 0.26444187 0.09316946
>> >
>> > $value
>> > [1] 492.5353
>> >
>> > $counts
>> > function gradient
>> > 130 19
>> >
>> > $convergence
>> > [1] 0
>> >
>> > $message
>> > NULL
>> >
>> > Warning messages:
>> > 1: In log(q^2 + 2 * q * r) : NaNs produced
>> > 2: In log(q) : NaNs produced
>> > 3: In log(q^2 + 2 * q * r) : NaNs produced
>> > 4: In log(q) : NaNs produced
>> >
>> >
>> > please help ...
>> >
>> >
>> > --
>> > Arindam Fadikar
>> > M.Stat
>> > Indian Statistical Institute.
>> > New Delhi, India
>> >
>> > [[alternative HTML version deleted]]
>> >
>> > __
>> > r-h...@r-project.org mailing list
>> >
>> > PLEASE do read the posting guide
>> > and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> Arindam Fadikar
> M.Stat
> Indian Statistical Institute.
> New Delhi, India
>
> [[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.
>
--
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/
__
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.
Re: [R] how to avoid NaN in optim()
Here is how you do it:
library(BB)
Amat <- matrix(c(1,0,0,1,-1,-1), 3, 2, byrow=TRUE)
b <- c(0, 0, -1)
p0 <- c(0.5, 0.4)
spg(p0, lik ( 176,182 , 60 ,17) , project="projectLinear",
projectArgs=list(A=Amat, b=b, meq=0))
Hope this helps,
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Ravi Varadhan
Date: Thursday, September 30, 2010 3:04 pm
Subject: Re: [R] how to avoid NaN in optim()
To: Ravi Varadhan
Cc: arindam fadikar , r-help@r-project.org
> You also need the constrain that par[1] + par[2] < 1 in order to avoid
> NaNs.
>
> You can do this using the `projectLinear' argument in `spg'.
>
> library(BB)
> ?spg
>
>
> Ravi.
>
>
>
> Ravi Varadhan, Ph.D.
> Assistant Professor,
> Division of Geriatric Medicine and Gerontology
> School of Medicine
> Johns Hopkins University
>
> Ph. (410) 502-2619
> email: rvarad...@jhmi.edu
>
>
> - Original Message -
> From: Ravi Varadhan
> Date: Thursday, September 30, 2010 2:54 pm
> Subject: Re: [R] how to avoid NaN in optim()
> To: arindam fadikar
> Cc: r-help@r-project.org
>
>
> > Change the `else NA' to `else Inf' in your loglik function and
> then
> > run the following:
> >
> >
> > library(BB)
> >
> > p0 <- runif(2)
> >
> > spg(p0, lik (176,182 , 60 ,17) , lower=0, upper=1)
> >
> >
> > This will give you correct results.
> >
> > Ravi.
> >
> >
> >
> > Ravi Varadhan, Ph.D.
> > Assistant Professor,
> > Division of Geriatric Medicine and Gerontology
> > School of Medicine
> > Johns Hopkins University
> >
> > Ph. (410) 502-2619
> > email: rvarad...@jhmi.edu
> >
> >
> > - Original Message -
> > From: arindam fadikar
> > Date: Thursday, September 30, 2010 2:17 pm
> > Subject: [R] how to avoid NaN in optim()
> > To: r-help@r-project.org
> >
> >
> > > hi ,
> > >
> > > lik <- function(nO, nA, nB, nAB){
> > >
> > > loglik <- function(par)
> > >{
> > >p=par[1]
> > >q=par[2]
> > >r <- 1 - p - q
> > >
> > >if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
> > >
> > > {
> > >-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> > > + nB * log (q^2 + 2 * q * r)
> > > + nAB * (log(2) +log(p) +log(q)))
> > > }
> > >else
> > > NA
> > >}
> > >
> > > loglik
> > >
> > > }
> > >
> > >
> > > i want to maximize this likelihood function over the range
> (0,0,0)
> > to
> > > (1,1,1). so i tried
> > >
> > > optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
> > >
> > > and obtained the following :
> > >
> > > > optim(c(0.3,0.3), fn, method="CG")
> > > $par
> > > [1] 0.26444187 0.09316946
> > >
> > > $value
> > > [1] 492.5353
> > >
> > > $counts
> > > function gradient
> > > 130 19
> > >
> > > $convergence
> > > [1] 0
> > >
> > > $message
> > > NULL
> > >
> > > Warning messages:
> > > 1: In log(q^2 + 2 * q * r) : NaNs produced
> > > 2: In log(q) : NaNs produced
> > > 3: In log(q^2 + 2 * q * r) : NaNs produced
> > > 4: In log(q) : NaNs produced
> > >
> > >
> > > please help ...
> > >
> > >
> > > --
> > > Arindam Fadikar
> > > M.Stat
> > > Indian Statistical Institute.
> > > New Delhi, India
> > >
> > > [[alternative HTML version deleted]]
> > >
> > > __
> > > R-help@r-project.org mailing list
> > >
> > > PLEASE do read the posting guide
> > > and provide commented, minimal, self-contained, reproducible code.
> >
> > __
> > R-help@r-project.org mailing list
> >
> > PLEASE do read the posting guide
> > and provide commented, minimal, self-contained, reproducible code.
>
__
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.
Re: [R] how to avoid NaN in optim()
thanks Ravi yes , we were getiing the correct results but we thought
there should be a way to avoid those NaN values ... and now we are done
the if condition was written wrongly there ... instead of that if we do
p > 0 && q > 0 && r > 0 && p < 1 && q < 1 && r < 1
its perfectly fine .. but is there a smart way to write this condition ?
On Fri, Oct 1, 2010 at 12:30 AM, Ravi Varadhan wrote:
> I forgot to mention:
>
> You actually got correct results with using optim and `CG'. The warning
> messages were just telling you that there were some log(negative number)
> operations during the iterative process.
>
> Ravi.
>
>
>
> Ravi Varadhan, Ph.D.
> Assistant Professor,
> Division of Geriatric Medicine and Gerontology
> School of Medicine
> Johns Hopkins University
>
> Ph. (410) 502-2619
> email: rvarad...@jhmi.edu
>
>
> ----- Original Message -
> From: arindam fadikar
> Date: Thursday, September 30, 2010 2:17 pm
> Subject: [R] how to avoid NaN in optim()
> To: r-help@r-project.org
>
>
> > hi ,
> >
> > lik <- function(nO, nA, nB, nAB){
> >
> > loglik <- function(par)
> >{
> >p=par[1]
> >q=par[2]
> >r <- 1 - p - q
> >
> >if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
> >
> > {
> >-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> > + nB * log (q^2 + 2 * q * r)
> > + nAB * (log(2) +log(p) +log(q)))
> > }
> >else
> > NA
> >}
> >
> > loglik
> >
> > }
> >
> >
> > i want to maximize this likelihood function over the range (0,0,0) to
> > (1,1,1). so i tried
> >
> > optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
> >
> > and obtained the following :
> >
> > > optim(c(0.3,0.3), fn, method="CG")
> > $par
> > [1] 0.26444187 0.09316946
> >
> > $value
> > [1] 492.5353
> >
> > $counts
> > function gradient
> > 130 19
> >
> > $convergence
> > [1] 0
> >
> > $message
> > NULL
> >
> > Warning messages:
> > 1: In log(q^2 + 2 * q * r) : NaNs produced
> > 2: In log(q) : NaNs produced
> > 3: In log(q^2 + 2 * q * r) : NaNs produced
> > 4: In log(q) : NaNs produced
> >
> >
> > please help ...
> >
> >
> > --
> > Arindam Fadikar
> > M.Stat
> > Indian Statistical Institute.
> > New Delhi, India
> >
> > [[alternative HTML version deleted]]
> >
> > __
> > R-help@r-project.org mailing list
> >
> > PLEASE do read the posting guide
> > and provide commented, minimal, self-contained, reproducible code.
>
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
[[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.
Re: [R] how to avoid NaN in optim()
You also need the constrain that par[1] + par[2] < 1 in order to avoid NaNs.
You can do this using the `projectLinear' argument in `spg'.
library(BB)
?spg
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: Ravi Varadhan
Date: Thursday, September 30, 2010 2:54 pm
Subject: Re: [R] how to avoid NaN in optim()
To: arindam fadikar
Cc: r-help@r-project.org
> Change the `else NA' to `else Inf' in your loglik function and then
> run the following:
>
>
> library(BB)
>
> p0 <- runif(2)
>
> spg(p0, lik (176,182 , 60 ,17) , lower=0, upper=1)
>
>
> This will give you correct results.
>
> Ravi.
>
>
>
> Ravi Varadhan, Ph.D.
> Assistant Professor,
> Division of Geriatric Medicine and Gerontology
> School of Medicine
> Johns Hopkins University
>
> Ph. (410) 502-2619
> email: rvarad...@jhmi.edu
>
>
> - Original Message -----
> From: arindam fadikar
> Date: Thursday, September 30, 2010 2:17 pm
> Subject: [R] how to avoid NaN in optim()
> To: r-help@r-project.org
>
>
> > hi ,
> >
> > lik <- function(nO, nA, nB, nAB){
> >
> > loglik <- function(par)
> >{
> >p=par[1]
> >q=par[2]
> >r <- 1 - p - q
> >
> >if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
> >
> > {
> >-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> > + nB * log (q^2 + 2 * q * r)
> > + nAB * (log(2) +log(p) +log(q)))
> > }
> >else
> > NA
> >}
> >
> > loglik
> >
> > }
> >
> >
> > i want to maximize this likelihood function over the range (0,0,0)
> to
> > (1,1,1). so i tried
> >
> > optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
> >
> > and obtained the following :
> >
> > > optim(c(0.3,0.3), fn, method="CG")
> > $par
> > [1] 0.26444187 0.09316946
> >
> > $value
> > [1] 492.5353
> >
> > $counts
> > function gradient
> > 130 19
> >
> > $convergence
> > [1] 0
> >
> > $message
> > NULL
> >
> > Warning messages:
> > 1: In log(q^2 + 2 * q * r) : NaNs produced
> > 2: In log(q) : NaNs produced
> > 3: In log(q^2 + 2 * q * r) : NaNs produced
> > 4: In log(q) : NaNs produced
> >
> >
> > please help ...
> >
> >
> > --
> > Arindam Fadikar
> > M.Stat
> > Indian Statistical Institute.
> > New Delhi, India
> >
> >[[alternative HTML version deleted]]
> >
> > __
> > R-help@r-project.org mailing list
> >
> > PLEASE do read the posting guide
> > and provide commented, minimal, self-contained, reproducible code.
>
> __
> R-help@r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
__
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.
Re: [R] how to avoid NaN in optim()
I forgot to mention:
You actually got correct results with using optim and `CG'. The warning
messages were just telling you that there were some log(negative number)
operations during the iterative process.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: arindam fadikar
Date: Thursday, September 30, 2010 2:17 pm
Subject: [R] how to avoid NaN in optim()
To: r-help@r-project.org
> hi ,
>
> lik <- function(nO, nA, nB, nAB){
>
> loglik <- function(par)
>{
>p=par[1]
>q=par[2]
>r <- 1 - p - q
>
>if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
>
> {
>-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> + nB * log (q^2 + 2 * q * r)
> + nAB * (log(2) +log(p) +log(q)))
> }
>else
> NA
>}
>
> loglik
>
> }
>
>
> i want to maximize this likelihood function over the range (0,0,0) to
> (1,1,1). so i tried
>
> optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
>
> and obtained the following :
>
> > optim(c(0.3,0.3), fn, method="CG")
> $par
> [1] 0.26444187 0.09316946
>
> $value
> [1] 492.5353
>
> $counts
> function gradient
> 130 19
>
> $convergence
> [1] 0
>
> $message
> NULL
>
> Warning messages:
> 1: In log(q^2 + 2 * q * r) : NaNs produced
> 2: In log(q) : NaNs produced
> 3: In log(q^2 + 2 * q * r) : NaNs produced
> 4: In log(q) : NaNs produced
>
>
> please help ...
>
>
> --
> Arindam Fadikar
> M.Stat
> Indian Statistical Institute.
> New Delhi, India
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
__
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.
Re: [R] how to avoid NaN in optim()
Change the `else NA' to `else Inf' in your loglik function and then run the
following:
library(BB)
p0 <- runif(2)
spg(p0, lik (176,182 , 60 ,17) , lower=0, upper=1)
This will give you correct results.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
- Original Message -
From: arindam fadikar
Date: Thursday, September 30, 2010 2:17 pm
Subject: [R] how to avoid NaN in optim()
To: r-help@r-project.org
> hi ,
>
> lik <- function(nO, nA, nB, nAB){
>
> loglik <- function(par)
>{
>p=par[1]
>q=par[2]
>r <- 1 - p - q
>
>if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
>
> {
>-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
> + nB * log (q^2 + 2 * q * r)
> + nAB * (log(2) +log(p) +log(q)))
> }
>else
> NA
>}
>
> loglik
>
> }
>
>
> i want to maximize this likelihood function over the range (0,0,0) to
> (1,1,1). so i tried
>
> optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
>
> and obtained the following :
>
> > optim(c(0.3,0.3), fn, method="CG")
> $par
> [1] 0.26444187 0.09316946
>
> $value
> [1] 492.5353
>
> $counts
> function gradient
> 130 19
>
> $convergence
> [1] 0
>
> $message
> NULL
>
> Warning messages:
> 1: In log(q^2 + 2 * q * r) : NaNs produced
> 2: In log(q) : NaNs produced
> 3: In log(q^2 + 2 * q * r) : NaNs produced
> 4: In log(q) : NaNs produced
>
>
> please help ...
>
>
> --
> Arindam Fadikar
> M.Stat
> Indian Statistical Institute.
> New Delhi, India
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
__
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] how to avoid NaN in optim()
hi ,
lik <- function(nO, nA, nB, nAB){
loglik <- function(par)
{
p=par[1]
q=par[2]
r <- 1 - p - q
if (c(p,q,r) > rep(0,3) && c(p,q,r) < rep(1,3) )
{
-(2 * nO * log (r) + nA * log (p^2 + 2 * p * r)
+ nB * log (q^2 + 2 * q * r)
+ nAB * (log(2) +log(p) +log(q)))
}
else
NA
}
loglik
}
i want to maximize this likelihood function over the range (0,0,0) to
(1,1,1). so i tried
optim ( c(0.3,0.3), lik ( 176,182 , 60 ,17) , method = "CG")
and obtained the following :
> optim(c(0.3,0.3), fn, method="CG")
$par
[1] 0.26444187 0.09316946
$value
[1] 492.5353
$counts
function gradient
130 19
$convergence
[1] 0
$message
NULL
Warning messages:
1: In log(q^2 + 2 * q * r) : NaNs produced
2: In log(q) : NaNs produced
3: In log(q^2 + 2 * q * r) : NaNs produced
4: In log(q) : NaNs produced
please help ...
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
[[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.
