Steven, A quick trick to deal with problems of this nature (i.e. forcing parameters to stay positive although the parameter search isn't bound to non-negatives or positives) without resorting to another package is to re-parametrize the density function.
Notice, x \in (-\infty,\infty) for x \in (-\infty, \infty) but, exp(x) \in (0, \infty) for x \in (\-infty, \infty). Thus, you could replace your "scale" and "shape" parameters with "exp^ (notscale)" and "exp^(notshape)". You goal would be to optimize over possible values of "notshape" and "notscale". Of course, the output is giving you values of "notshape" and "notscale", which aren't the quantities of interest. As such, "scale=exp^(notscale)" and "shape=exp^ (notshape)". To be fair, this approach may not be desirable. It changes some things with regard to the sampling distributions. Whereas you would have immediately talked about the standard error for, say, the scale parameter and you could have said that the sampling distribution of it was asymptotically Normal, your sampling distribution of notscale is asy. Normal, but scale=exp^(notscale) is not dist. asy. Normal. Hope that is of some use, JPO On Dec 6, 5:53 am, Steven <ytste...@gmail.com> wrote: > Hi, dear R users > > I am a newbie in R and I wantto use the method of meximum likelihood > to fit a Weibull distribution to my survival data. I use "optim" as > follows: > > optim(c(1, 0.25),weibull.like,mydata=mydata,method="L-BFGS-B",hessian > = TRUE) > > My question is: how do I setup the constraints so that the two > parametrs of Weibull to be pisotive? Or should I use other function > like"nlm"? > > Many thanks! Any comments are greatly appreciated! > > Steven > > ______________________________________________ > r-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ 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.
