Re: [R] Estimating parameters of 2 phase Coxian using optim
On 7/3/07 00:15, Gad Abraham [EMAIL PROTECTED] wrote:
Andy Fugard wrote:
Hi There,
Perhaps the problem is the line
loglik-log(p %*% expm(Q * y(i)) %*% q)
You mention that y is a vector but here you're treating it as a
function. Maybe try
loglik-log(p %*% expm(Q * y[i]) %*% q)
?
Don't have a clue about the correctness of the contents of cox2.lik...
Andy
On 6 Mar 2007, at 08:54, Laura Hill wrote:
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast
and have
just started learning R. I was wondering if somebody could help me
to see
where I am going wrong in my code for estimating the parameters
[mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik-function(theta, y){
mu1-theta[1]
mu2-theta[2]
lambda1-theta[3]
p-Matrix(c(1, 0), nrow=1, ncol=2)
Q-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik-sum(loglik)
return(-sumloglik)
}
Just to add my 2 AU cents regarding the for loop:
You're trying to create a vector of log likelihoods to sum up later, but
that's not what's happening there. Instead, assign an empty vector of
same length as y, then assign the loglik from each iteration to a
different cell.
Lastly, there's no need to return anything from a for loop, it's not a
function.
HTH,
Gad
Hi Gad,
Yes that's exactly hat I am trying to do. If I gave you a simple example,
could you perhaps tell me how I could create a vector of log likelihoods.
Lets say I have 1x1 matrices:
p=[1]
Q=[0.05] i.e. [mu1]
q=[-0.05] i.e. [-mu1]
Where mu1 is the parameter that I would like to estimate and I have chosen
the initial value mu1=0.05
Loglik-p %*% expm(Q*y) %*% q
Where y=(5 10)
I want to sum the log likelihoods that I get for y=5 and y=10 using
Sumloglik-sum(allloglik)
Where allloglik = vector of log likelihoods
Any help would be greatly appreciated.
Thanks in advance
Laura
__
R-help@stat.math.ethz.ch mailing list
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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] Estimating parameters of 2 phase Coxian using optim
Laura Hill wrote:
On 7/3/07 00:15, Gad Abraham [EMAIL PROTECTED] wrote:
Andy Fugard wrote:
Hi There,
Perhaps the problem is the line
loglik-log(p %*% expm(Q * y(i)) %*% q)
You mention that y is a vector but here you're treating it as a
function. Maybe try
loglik-log(p %*% expm(Q * y[i]) %*% q)
?
Don't have a clue about the correctness of the contents of cox2.lik...
Andy
On 6 Mar 2007, at 08:54, Laura Hill wrote:
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast
and have
just started learning R. I was wondering if somebody could help me
to see
where I am going wrong in my code for estimating the parameters
[mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik-function(theta, y){
mu1-theta[1]
mu2-theta[2]
lambda1-theta[3]
p-Matrix(c(1, 0), nrow=1, ncol=2)
Q-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik-sum(loglik)
return(-sumloglik)
}
Just to add my 2 AU cents regarding the for loop:
You're trying to create a vector of log likelihoods to sum up later, but
that's not what's happening there. Instead, assign an empty vector of
same length as y, then assign the loglik from each iteration to a
different cell.
Lastly, there's no need to return anything from a for loop, it's not a
function.
HTH,
Gad
Hi Gad,
Yes that's exactly hat I am trying to do. If I gave you a simple example,
could you perhaps tell me how I could create a vector of log likelihoods.
Lets say I have 1x1 matrices:
p=[1]
Q=[0.05] i.e. [mu1]
q=[-0.05] i.e. [-mu1]
Where mu1 is the parameter that I would like to estimate and I have chosen
the initial value mu1=0.05
Loglik-p %*% expm(Q*y) %*% q
Where y=(5 10)
I want to sum the log likelihoods that I get for y=5 and y=10 using
Sumloglik-sum(allloglik)
Where allloglik = vector of log likelihoods
Any help would be greatly appreciated.
Thanks in advance
Laura
Hi Laura,
Make an empty vector of required length, then assign the loglik to each
of its cells, and don't return() anything:
loglik - rep(0, length(y))
for(i in 1:length(y)){
loglik[i] - log(p %*% expm(Q * y[i]) %*% q)
}
Then you can sum(loglik) like you did before.
Cheers,
Gad
--
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: [EMAIL PROTECTED]
web: http://www.ms.unimelb.edu.au/~gabraham
__
R-help@stat.math.ethz.ch 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] Estimating parameters of 2 phase Coxian using optim
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast and have
just started learning R. I was wondering if somebody could help me to see
where I am going wrong in my code for estimating the parameters [mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik-function(theta, y){
mu1-theta[1]
mu2-theta[2]
lambda1-theta[3]
p-Matrix(c(1, 0), nrow=1, ncol=2)
Q-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik-sum(loglik)
return(-sumloglik)
}
I have installed the Matrix package. y is a vector of 240 survival times. In
the R console I typed
source(/private/var/automount/users/lhill07/Desktop/cox2.lik.R)
optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method=BFGS)
Error: could not find function y
Error in expm(Q * y(i)) : error in evaluating the argument 'x' in selecting
a method for function 'expm'
Error in log(p %*% expm(Q * y(i)) %*% q) :
error in evaluating the argument 'x' in selecting a method for function
'log'
I'm sorry if I have missed something really obvious and I would appreciate
any help that is offered. Hopefully I have given enough information.
Many thanks in advance,
Laura
__
R-help@stat.math.ethz.ch 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] Estimating parameters of 2 phase Coxian using optim
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast and have
just started learning R. I was wondering if somebody could help me to see
where I am going wrong in my code for estimating the parameters [mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik-function(theta, y){
mu1-theta[1]
mu2-theta[2]
lambda1-theta[3]
p-Matrix(c(1, 0), nrow=1, ncol=2)
Q-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik-sum(loglik)
return(-sumloglik)
}
I have installed the Matrix package. y is a vector of 240 survival times. In
the R console I typed
source(/private/var/automount/users/lhill07/Desktop/cox2.lik.R)
optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method=BFGS)
Error: could not find function y
Error in expm(Q * y(i)) : error in evaluating the argument 'x' in selecting
a method for function 'expm'
Error in log(p %*% expm(Q * y(i)) %*% q) :
error in evaluating the argument 'x' in selecting a method for function
'log'
I'm sorry if I have missed something really obvious and I would appreciate
any help that is offered. Hopefully I have given enough information.
Many thanks in advance,
Laura
__
R-help@stat.math.ethz.ch 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] Estimating parameters of 2 phase Coxian using optim
Hi There,
Perhaps the problem is the line
loglik-log(p %*% expm(Q * y(i)) %*% q)
You mention that y is a vector but here you're treating it as a
function. Maybe try
loglik-log(p %*% expm(Q * y[i]) %*% q)
?
Don't have a clue about the correctness of the contents of cox2.lik...
Andy
On 6 Mar 2007, at 08:54, Laura Hill wrote:
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast
and have
just started learning R. I was wondering if somebody could help me
to see
where I am going wrong in my code for estimating the parameters
[mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik-function(theta, y){
mu1-theta[1]
mu2-theta[2]
lambda1-theta[3]
p-Matrix(c(1, 0), nrow=1, ncol=2)
Q-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik-sum(loglik)
return(-sumloglik)
}
I have installed the Matrix package. y is a vector of 240 survival
times. In
the R console I typed
source(/private/var/automount/users/lhill07/Desktop/cox2.lik.R)
optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method=BFGS)
Error: could not find function y
Error in expm(Q * y(i)) : error in evaluating the argument 'x' in
selecting
a method for function 'expm'
Error in log(p %*% expm(Q * y(i)) %*% q) :
error in evaluating the argument 'x' in selecting a method for
function
'log'
I'm sorry if I have missed something really obvious and I would
appreciate
any help that is offered. Hopefully I have given enough information.
Many thanks in advance,
Laura
__
R-help@stat.math.ethz.ch 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.
--
Andy Fugard, Postgraduate Research Student
Psychology (Room F15), The University of Edinburgh,
7 George Square, Edinburgh EH8 9JZ, UK
Mobile: +44 (0)78 123 87190 http://www.possibly.me.uk
__
R-help@stat.math.ethz.ch 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] Estimating parameters of 2 phase Coxian using optim
Andy Fugard wrote:
Hi There,
Perhaps the problem is the line
loglik-log(p %*% expm(Q * y(i)) %*% q)
You mention that y is a vector but here you're treating it as a
function. Maybe try
loglik-log(p %*% expm(Q * y[i]) %*% q)
?
Don't have a clue about the correctness of the contents of cox2.lik...
Andy
On 6 Mar 2007, at 08:54, Laura Hill wrote:
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast
and have
just started learning R. I was wondering if somebody could help me
to see
where I am going wrong in my code for estimating the parameters
[mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik-function(theta, y){
mu1-theta[1]
mu2-theta[2]
lambda1-theta[3]
p-Matrix(c(1, 0), nrow=1, ncol=2)
Q-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik-sum(loglik)
return(-sumloglik)
}
Just to add my 2 AU cents regarding the for loop:
You're trying to create a vector of log likelihoods to sum up later, but
that's not what's happening there. Instead, assign an empty vector of
same length as y, then assign the loglik from each iteration to a
different cell.
Lastly, there's no need to return anything from a for loop, it's not a
function.
HTH,
Gad
--
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: [EMAIL PROTECTED]
web: http://www.ms.unimelb.edu.au/~gabraham
__
R-help@stat.math.ethz.ch 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.
