Dear Ben Bolker,
Thanks a lot for your help.
I have two more questions:
1) My goal is maximize the function (> r = Y*log(comb)) but the
parameters found, minimized the function (r = Y*log(comb)).
2) What this function do?
> model2 <- function(p) {
> do.call("Model",as.list(p))
> }
Best regards,
LFRC
Ben Bolker wrote:
>
> LFRC <feliperiehs <at> yahoo.com.br> writes:
>
>>
>>
>> Dear,
>>
>> I'm starting on R language. I would like some help to implement a MLE
>> function.
>>
>> I wish to obtain the variables values (alpha12, w_g12, w_u12) that
>> maximize
>> the function LL = Y*ln(alpha12 + g*w_g12 + u*w_u12).
>>
>
>
> You're running into a problem because your linear combination
> goes negative in the course of the optimization, which makes
> the logarithm NaN, which crashes the optimizer. The quick
> hack would be to calculate the linear combination and then
> set it to max(value,some_small_positive_number) -- this will
> (probably) work if the solution is not on the boundary.
> Alternatively you can use constrOptim (see below),
> because you need to impose a linear inequality constraint.
>
> rm(list=ls())
> ls()
> library(stats4)
>
> Model = function(alpha12,w_g12,w_u12)
> {
> Y = 1
> u = 0.5
> g = -1
> comb = alpha12 + g*w_g12 + u*w_u12
> r = Y*log(comb)
> cat(alpha12,w_g12,w_u12,comb,log(comb),r,"\n") ## debug
> r
> }
>
> res = mle(minuslog=Model,start=list(alpha12=0.1,w_u12=0.1,w_g12=0.1),
> method = "BFGS")
>
> model2 <- function(p) {
> do.call("Model",as.list(p))
> }
>
> constrOptim(theta=c(0.1,0.1,0.1),f=model2,
> grad=NULL,
> ui = c(1,-1,0.5),
> ci = rep(0,3))
>
>
> Ben Bolker
>
> ______________________________________________
> 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.
>
>
--
View this message in context:
http://www.nabble.com/Help-MLE-tp19904724p19917390.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
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.
