Hi,
When you report errors please send a reproducible example that will allow us to
better help you. At a minimum, you should cut and paste the actual call and
the error message.
I think the problem is that you should only have parameters as arguments, i.e.
only c and z should be in the argument list to nll().
This works:
Predict <- function(M,c,z){
v = c*M^z
return(v)
}
nll <- function(c,z){
n<-length(M)
logl<- -.5*n*log(2*pi) -.5*n*log(s) - (1/(2*s))*sum((V-Predict(M,c,z))^2)
return(-logl)
}
M <- rexp(130)
V <- runif(130)
s <- 200
mle(nll,start=list(c=0.01,z=2.1))
> mle(nll,start=list(c=0.01,z=2.1))
Call:
mle(minuslogl = nll, start = list(c = 0.01, z = 2.1))
Coefficients:
c z
0.48547691 -0.01018601
>
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: Anita Narwani <anitanarw...@gmail.com>
Date: Wednesday, July 7, 2010 9:11 pm
Subject: [R] Using nlm or optim
To: r-help@r-project.org
> Hello,
> I am trying to use nlm to estimate the parameters that minimize the
> following function:
>
> Predict<-function(M,c,z){
> + v = c*M^z
> + return(v)
> + }
>
> M is a variable and c and z are parameters to be estimated.
>
> I then write the negative loglikelihood function assuming normal errors:
>
> nll<-function(M,V,c,z,s){
> n<-length(Mean)
> logl<- -.5*n*log(2*pi) -.5*n*log(s) - (1/(2*s))*sum((V-Predict(Mean,c,z))^2)
> return(-logl)
> }
>
> When I put the Mean and Variance (variables with 136 observations)
> into this
> function, and estimates for c,z, and s, it outputs the estimate for the
> normal negative loglikelihood given the data, so I know that this works.
>
> However, I am unable to use mle to estimate the parameters c, z, and
> s. I do
> not know how or where the data i.e. Mean (M) and Variance (V) should
> enter
> into the mle function. I have tried variations on
>
> mle(nll,start=list(c=0.01,z=2.1,s=200)) including
> mle(nll,start=list(M=Mean,V=Var, c=0.01,z=2.1,s=200))
>
> I keep getting errors and am quite certain that I just have a syntax
> error
> in the script because I don't know how to enter the variables into MLE.
>
> Thanks for your help,
> Anita.
>
> [[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.
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