Dear Mark and Haris,
Thanks so much to you both. I really appreciate it.
- Edward
On Fri, May 23, 2008 at 10:54 AM, <[EMAIL PROTECTED]> wrote:
> to add to what Haris said: I think you are trying to find the mle's of the
> gamma, given some data, and either what you're doing is not the right way
> to do it or maybe it's an alternative way to go about it that i am
> unfamilar with. ?
>
> i don't spend any time maximizing likelihoods but roger peng has a very
> nice example of how one can go about it using optim. i suggest that you take
> a look at the attached document and then write out the likelihood for the
> gamma similar to how i wrote it out for the poisson the other day in the
> private email that i sent you. in fact, the likelihood for the is probably
> in any decent math stat book like casella and berger etc. if you have
> johnson and kotz, it's definitely in there. if i had it here, i would just
> tell you what it was.
>
>
>
>
>
>
>
> On Thu, May 22, 2008 at 9:36 PM, Charilaos Skiadas wrote:
>
>> On May 22, 2008, at 9:14 PM, Edward Wijaya wrote:
>>
>>> Hi,
>>>
>>> Below I have a function mlogl_k,
>>> later it's called with "nlm" .
>>>
>>> __BEGIN__
>>> vsamples<- c(14.7, 18.8, 14, 15.9, 9.7, 12.8)
>>>
>>> mlogl_k <- function( k_func, x_func, theta_func, samp) {
>>> tot_mll <- 0
>>> for (comp in 1:k_func) {
>>> curr_mll <- (- sum(dgamma(samp, shape = x_func,
>>> scale=theta_func, log = TRUE)))
>>> tot_mll <- tot_mll + curr_mll
>>> }
>>>
>>> tot_mll
>>> }
>>>
>>> # Calling the function above
>>> mlogl_out <- nlm(mlogl_k, mean(vsamples), k_func =2, x_func = 1,
>>> theta_func = 1, samp=vsamples)
>>>
>>> __END__
>>>
>>> I thought under NLM, I already assign
>>> the parameter correctly.
>>> However it gives me the following error.
>>>
>>> Error in f(x, ...) : unused argument(s) (14.3166666666667)
>>> Calls: nlm -> <Anonymous> -> f
>>> Execution halted
>>>
>>>
>>> What's wrong with my code above?
>>
>> nlm passes the following values over to mlogl_k: mean(vsamples), k_func
>> =2, x_func = 1, theta_func = 1, samp=vsamples
>>
>> Now, f is called with these arguments, and all its arguments are matched
>> by the named arguments. Then it does not know what to do with the
>> "mean(vsamples)" argument. Hence the error: f is called with one more
>> argument than it can handle.
>>
>> It is not clear with respect to what variables you want the minimization.
>> Right now all the named variables are treated as constants, and there is no
>> variable left with respect to which mlogl_k is supposed to be maximized.
>> Read the documentation for nlm carefully: Your function should have one more
>> argument (like the alpha in the question you asked yesterday).
>>
>>> - Edward
>>
>> Haris Skiadas
>> Department of Mathematics and Computer Science
>> Hanover College
>>
>> ______________________________________________
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>
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