[R] mle

Hello, I am going to estimate the parameter of the count model: pr(N=n)= integration{B(x, alpha)-C(x,alpha)} by maximum likelihood estimation.  n<-c(0,1,2,3)   and   F<- (0,3,4,5) are the vectors of values and observed frequency respectively. The function C(x,alpha) is not defined for n=0, but s

[R] Chi-square test

Hello, If the vector of observed frequencies is:   f<-c(0,0,0,2,3,6,17,15,21,21,14,10,5,1,5) and the vector of probability :p11<-c(7.577864e-06, 1.999541e-04  ,1.833510e-03,  9.059845e-03, 2.886977e-02, 6.546229e-02 ,1.124083e-01, 1.525880e-01, 1.689712e-01, 1.563522e-01,   1.232031e-01, 8.395000

Re: [R] package GPseq

 Hello  I am going to estimate the parameters of generalized Poisson model of Consul. I need to use the function: generalized -poisson-likelihood(y).  can anybody make me sure what the vector y is?  If the amounts of variable is: (0,1,2,3) , and the vect

[R] package GPseq

Hello I am going to estimate the parameters of generalized Poisson model of Consul.   I need to use the function:  generalized -poisson-likelihood(y). can anybody make me sure what the vector y is?    If the amounts of variable is:  (0,1,2,3) ,  and the vector of observed values is: (1,4,7,3). Whi

[R] MLE

Dear Sir/Madam I am trying to get the Maximum Likelihood Estimation of a parameter in a probability mass function. The problem is my pmf which includes a summation and one integral. it is not similar to other known pdfs or pmfs such as normal, exponential, poisson, . Does anybody know whethe

[R] maximum likelihood estimation

Hello,As an example for Exponential distribution the MLE is got by this structure:t <- rexp(100, 2)loglik <- function(theta){ log(theta) - theta*t}a <- maxLik(loglik, start=1)print(a)Exponential distribution has a simple loglikelihood function. But if a new pdf has a more complicated form like

[R] maximum likelihood estimation

HelloI am trying to estimate the parameter of a function by the Maximum Likelihood Estimation method.If the function is the difference between two integrals: C<-function(n){integrand3<-function(x) {((2-x)^n)*(exp(ax-2))}cc<- integrate (integrand3,0,2)print(cc)} D<-function(n){integrand4<-functi

[R] loop

Hello ,I am trying to write a loop for sum of integrals . the integral is:integrand4<-function(x,a=1.5,n=3,k=0){(((a+1)*x)^k)*((2-x)^n)*(exp(-a*x-2))/(factorial(k)*factorial(n))} integrate(integrand4,0,2). I need a loop to give me the sum of integrals over k = 0,.n , for every positive inte

[R] C.D.F

Hello everybody, Can anybody help me to write a program for the CDF of sum of two independent gamma random variables ( covolution of two gamma distributions) with different amounts of parameters( the shape parameters are the same)? Thank you Diba

[R] MLE

Hello I know how to use R for estimating a parameter by using MLE if I have a simple function f(x,a). I am trying to design a program for a complicated function such as: g(.)=sum(integral(f(x,a,t,k))) where (a) is a parameter(needs to be estimated) , integral depends on (t) and sum is over (k)

[R] legendre quadrature

Hello everybody I need to approximate the amount of integral by using legendre quadrature. I have written a program which doesn't give me a logical answer; Can anybody help me and send the correct program? For example the approximated amount of integral of ( x ^2) on (-1,1) based on legendre

[R] Legendre quadrature

Hello everybody I need to approximate the amount of integral by using legendre quadrature. I have written a program which doesn't give me a logical answer; Can anybody help me and send the correct program? For example the approximated amount of integral of ( x ^2) on (-1,1) based on legendre