try:
# first argument of llik.nor has to be the parameter
llik.nor<-function(theta,x){mu<-theta[1];sig<-theta[2];-length(x)*log(sqrt(2*pi))-length(x)*log(sig)-(1/(2*sig**2))*sum((x-mu)**2)}# optim by default does minimization # setting fnscale = -1 one obtains a maximization problem optim(c(1,5), llik.nor, x=x, control = list(fnscale = -1)) hth, Matthias Anjali Sing schrieb:
Hello, I am having trouble using "optim". I want to maximalise a function to its parameters [kind of like: univariate maximum likelihood estimation, but i wrote the likelihood function myself because of data issues ] When I try to optimize a function for only one parameter there is no problem: llik.expo<-function(x,lam){(length(x)*log(lam))-(length(x)*log(1-exp(-1*lam* *cons*)))-lam*sum(x)} cons<- data<-c(.............) expomx<-optimize(llik.expo,c(0,100),maximum=TRUE,tol=0.0001,x=data) expomx To optimize to two parameters you can't use "optimize", so I tried the following to test my input:llik.nor<-function(x,theta){mu<-theta[1];sig<-theta[2];-length(x)*log(sqrt(2*pi))-length(x)*log(sig)-(1/(2*sig**2))*sum((x-mu)**2)}x<-c(-1,4,6,4,2) normx<-optim(c(1,20),llik.nor)the output should be close to parameters: mu=3 and sigma=2.366 [This I calculated by hand to compare with the output] but in stead of output I get an error: Error in fn(par, ...) : argument "theta" is missing, with no default I don't understand why this happened? I hope someone can help me with this for I am still a [R]ookie. Kind regards, Sonko Lady [Anjali] [[alternative HTML version deleted]] ______________________________________________ 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.
-- Dr. Matthias Kohl www.stamats.de ______________________________________________ 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.
