[R] help for MLE
Edward Sun
edwardweisun at hotmail.com
Wed Feb 25 16:40:30 CET 2004
Hi,
when I write the likelihood function as
>fn<-function(x) -50*log(2*pi)-100*log(sigma)-(1/2*(sum((x-mu)/sigma)^2))
then what should I do since it shows that Error in log(sigma) : Object
"sigma" not found.
Thanks
edward
>
> > From: Edward Sun
> >
> > Dear Sir/Madam,
> >
> > I am using R version 1.8.1. I am doing following tast:
> >
> > First generate 100 Gaussion(3,1) numbers, then write the
> > likelihood function
> > to estimate the parameters of Gaussian distribution by direct
> > maximizing the
> > likelihood function.
> >
> > My likelihood function is:
> > >fn<-function(x)
> > >(-50*log((sd(x))^2))-50*log(sqrt(2*pi))-(1/2*((mean(x))^2))*(
> > sum((x-(mean(x))^2))
> >
> > After I input above function, the '' >'' turned to be '' +
> > ''. and it did
> > not work.
> >
> > I am looking for the help to solve this tast by writting a likelihood
> > function.
> >
> > Thanks a lot.
> >
> > Best regards.
> > edward sun
>
>
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