On Fri, 12 Sep 2008, sandsky wrote:
I use "while" loop but it produces an errro. I have no idea about this.
Error in "[<-"(`*tmp*`, i, value = numeric(0)) :
nothing to replace with
What version of R is this? I suspect not a recent one. I get
Error in verpi[i] <- c(5^alpha[i - 1], 10^alpha[i - 1] - 5^alpha[i - 1],
and that tells you the problem. If i = 1, you are looking up alpha[0].
(You also try to set it.) alpha[0] is numeric(0): index '0' means omit
the value from the result (see any good book on R).
The problem description is
The likelihood includes two parameters to be estimated: lambda
(=beta0+beta1*x) and alpha. The algorithm for the estimation is as
following:
1) with alpha=0, estimate lambda (estimate beta0 and beta1 via GLM)
2) with lambda, estimate alpha via ML estimation
3) with updated alpha, replicate 1) and 2) until alpha is converged to a
value
My source code is
alpha=rep(1,100)
beta0=rep(0,100)
beta1=rep(0,100)
lambda1=rep(0,100)
lambda2=rep(0,100)
verpi=rep(0,100)
L=rep(0,100)
alpha[0]=1
i=1
while(i<=100){
repeat{
verpi[i]<-c(5^alpha[i-1],10^alpha[i-1]-5^alpha[i-1],14^alpha[i-1]-10^alpha[i-1],18^alpha[i-1]-14^alpha[i-1])
r<-c(1,0,0,1)
k<-c(3,2,2,2)
x<-c(0.5,0.5,1.0,1.0)
GLM_results <- glm(r/k ~ x, family=binomial(link='cloglog'),
offset=log(verpi[i]),weights=k)
beta0[i]<-GLM_results$coefficients[[1]]
beta1[i]<-GLM_results$coefficients[[2]]
lambda1[i]<-beta0[i]+beta1[i]*x[1]
lambda2[i]<-beta0[i]+beta1[i]*x[3]
L[i]<-function(a){
s1_f1<-(exp(-lambda1[i]*(0^a-0^a))-exp(-lambda1[i]*(5^a-0^a)))
s2_f2<-(exp(-lambda1[i]*(10^a)-lambda2[i]*(14^a-10^a+14^a-14^a))
-exp(-lambda1[i]*(10^a)-lambda2[i]*(14^a-10^a+18^a-14^a)))
logl<-log(s1_f1*s2_f2)
return(-logl)}
optim(1,L[i])
alpha[i]<-round(optim(1,L[i])$par,2)
if(alpha[i]<=alpha[i-1])
break}
i=i+1
}
Best regards,
Jin
--
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Brian D. Ripley, [EMAIL PROTECTED]
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