[R] help for MLE
Spencer Graves
spencer.graves at pdf.com
Wed Feb 25 17:00:40 CET 2004
Have you worked through the "posting guide" at the end of each
r-help email? In particular, have you worked the examples in
"help('fitdistr')" in library MASS and "optim"?
hope this helps. spencer graves
Edward Sun wrote:
> 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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>
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