Hi, R users,
I am using nlm function to get the MLE of parameter alpha and lambda from a
parametric survival model (Weibull distribution). However, this message
always came out: ' invalid function value in 'nlm' optimizer'. Could anyone
help me? Code is
project<-read.table(file="C://data.txt", header=T, as.is=T)
names(project)
attach(project)
x<-time
delta<-ind
# -log likelihood
#alpha<-theta[1]
#lambda<-theta[2]
ln<-function(theta)
{
-sum(delta)*log(theta[1]*theta[2])-sum(delta)*(theta[1]-1)*log(x[delta==1])+theta[2]*sum(x^theta[1])
}
#MLE
nlm(ln,theta<-c(1,1),hessian=TRUE)
Thanks!
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