I am sorry if I sound stupid but I am not able to correct the error
even after running this code.
> afull=read.table("D:/hope.txt",header=T)
> llik = function(x)
+ {
+ al_j=x[1]; au_j=x[2]; sigma_j=x[3]; b_j=x[4]
+ sum(na.rm=T,
+ ifelse(a$R_j< 0, log(1/(2*pi*(sigma_j^2)))-
+ (1/(2*(sigma_j^2))*(a$R_j+al_j-b_j*a$R_m))^2,
+ ifelse(a$R_j>0 , log(1/(2*pi*(sigma_j^2)))-
+ (1/(2*(sigma_j^2))*(a$R_j+au_j-b_j*a$R_m))^2,
+
+ log(ifelse (( pnorm (au_j, mean=b_j *
+ a$R_m, sd= sqrt(sigma_j^2))-
+ pnorm(al_j, mean=b_j * a$R_m, sd=sqrt (sigma_j^2)
+ )) > 0,
+
+ (pnorm (au_j,mean=b_j * a$R_m,
+ sd= sqrt(sigma_j^2))-
+
+ pnorm(al_j, mean=b_j * a$R_m, sd= sqrt(sigma_j^2)
+ )),
+ 1)) ))
+ )
+ }
>
> start.par = c(-0.01,0.01,0.1,1)
>
>
> out <- matrix(NA, nrow = 4, ncol = 4, dimnames = list(
+ paste("Run:", 1:4, sep = ''),
+ c("al_j", "au_j", "sigma_j", "b_j")))
>
> ## Estimate parameters based on rows 0-20, 21-40, 41-60 of 'afull'
> for (i in 1:4) {
+ a <- afull[seq(20 * (i - 1) +1, 20 * i), ]
+ out[i, ] <- optim(llik, par = start.par, method = "Nelder-Mead")[[1]]
+ }
> out
al_j au_j sigma_j b_j
Run:1 0.1088116 0.1621605 -1.554167e-24 0.969153
Run:2 0.1088116 0.1621605 -1.554167e-24 0.969153
Run:3 0.1088116 0.1621605 -1.554167e-24 0.969153
Run:4 0.1088116 0.1621605 -1.554167e-24 0.959875
On 6 July 2011 11:46, Berend Hasselman [via R]
<ml-node+3648171-330506108-247...@n4.nabble.com> wrote:
> EdBo wrote:
> You are right Joshua.
>
> I changed the code because I failed to understand how you attached the full
> data set. How you made the data part of your code.
>
> I am new to R so I am used to one way of attaching data(the way I redone
> it).
>
> You don't need to "attach" the data by using attach().
> You read the data into an object afull and then select the part you need and
> store that in object a.
>
> BTW: shouldn't the for (i in 1:4) be for (i in 1:3) if I understand the
> original question correctly?
>
> Berend
>
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