Re: [R] MLE for bimodal distribution

2009-04-11 Thread _nico_
Just wanted to thank everyone for their help, I think I mostly managed to solve my problem. -- View this message in context: http://www.nabble.com/MLE-for-bimodal-distribution-tp22954970p23000785.html Sent from the R help mailing list archive at Nabble.com.

Re: [R] MLE for bimodal distribution

2009-04-10 Thread Ted Harding
On 08-Apr-09 23:39:36, Ted Harding wrote: On 08-Apr-09 22:10:26, Ravi Varadhan wrote: EM algorithm is a better approach for maximum likelihood estimation of finite-mixture models than direct maximization of the mixture log-likelihood. Due to its ascent properties, it is guaranteed to

[R] MLE for bimodal distribution

2009-04-08 Thread _nico_
Hello everyone, I'm trying to use mle from package stats4 to fit a bi/multi-modal distribution to some data, but I have some problems with it. Here's what I'm doing (for a bimodal distribution): # Build some fake binormally distributed data, the procedure fails also with real data, so the

Re: [R] MLE for bimodal distribution

2009-04-08 Thread Ben Bolker
_nico_ wrote: Hello everyone, I'm trying to use mle from package stats4 to fit a bi/multi-modal distribution to some data, but I have some problems with it. Here's what I'm doing (for a bimodal distribution): # Build some fake binormally distributed data, the procedure fails also

Re: [R] MLE for bimodal distribution

2009-04-08 Thread Bert Gunter
, of course. -- Bert Bert Gunter Genentech Nonclinical Biostatistics 650-467-7374 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Ben Bolker Sent: Wednesday, April 08, 2009 12:47 PM To: r-help@r-project.org Subject: Re: [R] MLE

Re: [R] MLE for bimodal distribution

2009-04-08 Thread _nico_
Ben Bolker wrote: Here's some tweaked code that works. [cut] Thanks, that saved me a few headaches. I also find out the answer to my (dumb) question #5, which is obviously to call f with the returned parameters or use the logLik function. I will have a look at the mixture model

Re: [R] MLE for bimodal distribution

2009-04-08 Thread Rubén Roa-Ureta
_nico_ wrote: Hello everyone, I'm trying to use mle from package stats4 to fit a bi/multi-modal distribution to some data, but I have some problems with it. Here's what I'm doing (for a bimodal distribution): # Build some fake binormally distributed data, the procedure fails also with real

Re: [R] MLE for bimodal distribution

2009-04-08 Thread Ravi Varadhan
of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu - Original Message - From: Bert Gunter gunter.ber...@gene.com Date: Wednesday, April 8, 2009 4:14 pm Subject: Re: [R] MLE for bimodal distribution To: 'Ben Bolker

Re: [R] MLE for bimodal distribution

2009-04-08 Thread Ted Harding
On 08-Apr-09 22:10:26, Ravi Varadhan wrote: EM algorithm is a better approach for maximum likelihood estimation of finite-mixture models than direct maximization of the mixture log-likelihood. Due to its ascent properties, it is guaranteed to converge to a local maximum. By theoretical

Re: [R] MLE for bimodal distribution

2009-04-08 Thread Ravi Varadhan
: rvarad...@jhmi.edu - Original Message - From: ted.hard...@manchester.ac.uk (Ted Harding) Date: Wednesday, April 8, 2009 7:43 pm Subject: Re: [R] MLE for bimodal distribution To: r-h...@stat.math.ethz.ch On 08-Apr-09 22:10:26, Ravi Varadhan wrote: EM algorithm is a better approach