Hi
I need to find the Hessian matrix for a complicated function from a certain
kind of data but i keep getting this error
Error in f1 - f2 : non-numeric argument to binary operator
the data is given by
U<-runif(n)
Us<-sort(U)
tau1<- 2
F1tau<- pgamma((tau1/theta1),shape,1)
N1<-sum(Us<F1tau)
X1<- Us[1:N1]
Ti<- theta1*qgamma(Us[1:N1],shape,1)
w=N1+1
V<- Us[w:r]
N2<- length(V)
V1<-theta2*qgamma(V,shape,1)
Tj<-V1+tau1-(theta2/theta1)*tau1
c1<-matrix(Ti,ncol=1)
c2<-matrix(Tj,ncol=1)
cc<-data.frame(rbind(c1,c2))[,1]
require(numDeriv)
m1<- function(x) #a function that generates the estimates
{
loglik<-function(alpha,theta1,theta2){
-(
log(factorial(n)/(factorial(N1)*factorial(N2)))-r*lgamma(alpha)-alpha*N1*log(theta1)
-alpha*(r-N1)*log(theta2)+(alpha-1)*sum(log(cc[1:N1]))+(alpha-1)*sum(log(cc[w:r]-tau1+
(theta2/theta1)*tau1))-(1/theta1)*sum(cc[1:N1])-(1/theta2)*sum(cc[w:r]-tau1+(theta2/theta1)*tau1)+
(n-r)*log(1-pgamma((max(cc)-tau1+(theta2/theta1)*tau1)/theta2,alpha,1)))
}}
H<-hessian(m1, cc)
Thank you and take care.
Laila
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