On 28-08-2012, at 03:12, Christopher Kelvin wrote:
> Hello,
> I want to estimate the exponential parameter by using optim with the
> following input, where t contains 40% of the data and q contains 60% of the
> data within an interval. In implementing the code command for optim i want it
> to contain both the t and q data so i can obtain the correct estimate. Is
> there any suggestion as to how this can be done. I have tried h<-c(t,q) but
> it is not working because q lies within an interval.
>
> rate<-15;n<-100;a<-40;b<-60;rr<-1000
> ms11=ms22=0
> bia11=bia22=0
> t<-rexp(a,rate)
> for(i in 1:rr){
> C1<-runif(b,0,rate)
> C2<-rexp(b,rate)
> f2 <- function(C1, C2) {
> r <- pmax(C1 , C2 + C1)
> cbind(C1, r)
> }
> m<-f2(C1,C2)
> x[1:b]<-(m[,1])
> u<-x[1:b]
> x[1:b]<-(m[,2])
> v<-x[1:b]
> q<-cbind(u,v)
>
> h<-c(t,q)
>
> z<-function(data ){
> rate<-p[2]
> log1<--(n/log(p[2]))-sum(t/(p[2]))+sum(log(exp(-(u/(p[2])))-exp(-(v/(p[2])))))
> return(-log1)
> }
> }
> start <- c(1,1)
> zz<-optim(start,fn=z,data=h,hessian=T)
> m1<-zz$par[2]
Running the code as given gives an error message
Error in x[1:b] <- (m[, 1]) : object 'x' not found
So insert
x <- numeric(b)
just before the for(i in 1:rr)
gives an error message
Error in fn(par, ...) : unused argument(s) (par)
Calls: optim -> <Anonymous> -> fn
Not surprising since the argument list of function z should have the parameter
vector that optim is supposed to optimize as first argument.
So change the definition to
z<-function(p,data ){
rate<-p[2]
log1<--(n/log(p[2]))-sum(t/(p[2]))+sum(log(exp(-(u/(p[2])))-exp(-(v/(p[2])))))
return(-log1)
}
and this give the error message
Error in optim(start, fn = z, data = h, hessian = T) :
function cannot be evaluated at initial parameters
So I give up.
Please fix the example to at least something that is without these errors.
Berend
______________________________________________
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.
