Luis,
I don't think that you want log() in fn. Try it with
pdf=-sum(dnorm(x, media, st, TRUE))
(and note the x, rather than xx).
-Peter Ehlers
Luis Ridao Cruz wrote:
R-help,
I'm just trying to find the ML (maximum likelihood) estimates
of the mean and standard deviation of a set of observations:
xx=c(2.5,3.5,4,6,6.5,7.5)
fn<-function(params,x=xx)
{
media<-params[1]
st <-params[2]
pdf=-sum(dnorm(log(xx),log(media),st,TRUE))
return(pdf)
}
optim(c(mu,stdev),fn,method="L-BFGS-B",lower=c(0.001, 0.001)
,upper = rep(Inf, 2), hessian=TRUE, control=list(trace=1))
iter 0 value 3.011784
final value 2.802694
converged
$par
[1] 4.6597779 0.3860387
$value
[1] 2.802694
$counts
function gradient
17 17
$convergence
[1] 0
$message
[1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH"
WHich gives an estimate of stDev = 0.38
while the empirical stDev = 1.94
Is there anything wrong above in the code?
Thanks in advance
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