[R] maximum likelihood problem

mlarkin at rsmas.miami.edu mlarkin at rsmas.miami.edu
Fri Oct 1 22:39:58 CEST 2010


I am trying to figure out how to run maximum likelihood in R.  Here is my
situation:

I have the following equation:
equation<-(1/LR-(exp(-k*T)*LM)*(1-exp(-k)))

LR, T, and LM are vectors of data.  I want to R to change the value of k
to maximize the value of equation.

My attempts at optim and optimize have been unsuccessful.  Are these the
recommended functions that I should use to maximize my equation?

With optim I wanted the function to be maximized so I had to make the
fnscale negative.  Here is what I put:

L<-optim(k,equation,control=(fnscale=-1))

My result:   Error: could not find function "fn"


Here is what I put for optimize:

L<-optimise(equation,k,maximum=TRUE)

My result:   Error: 'xmin' not less than 'xmax'

Any advise would be greatly appreciated.
Mike



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