I'm an Italian student looking for help.
How can I maximize this function?
neg_loglik<-function(param){
a<-param[1]
b <-param[2]
-(log(pr)-(a*s2)-(b*s)+n*log(2*a)-n*log(1-(b/sqrt(a))*exp((b^2)/(4*a))*(sqrt
(pi))*(1-pnorm(b/(2*sqrt(a)), mean=0, sd=1))*1))
}
Con
> pr
[1] 4.37124e+113
> s2
[1] 270486
> s
[1] 3646
> n
[1] 71
>
Is a -(loglikelihood function), the parameter a e b are positive.
I've used the function
max<-constrOptim(c(1,1),neg_loglik,
grad=NULL,
ui=rbind(c(1,0),c(0,1)), ci=c(0,0))
but without success cause I think the max is only local.
Great wishes
Daniela
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