[R] help for MLE
Liaw, Andy
andy_liaw at merck.com
Wed Feb 25 17:27:16 CET 2004
Do:
library(mle)
?mle
and read the documentation and the example. That should get you on the
right track.
Andy
> From: Edward Sun
>
> 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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