[R] Problem with Newton_Raphson

[Berend Hasselman]

On 20-09-2012, at 13:46, Christopher Kelvin wrote:

> Hello,
> I have being trying to estimate the parameters of the generalized exponential distribution. The random number generation for the GE distribution is x<-(-log(1-U^(1/p1))/b), where U stands for uniform dist. The data i have generated to estimate the parameters is right censored and the code is given below; The problem is that, the newton-Raphson approach isnt working and i do not know what is wrong. Can somebody suggest something or help in identifying what the problem might be. 
> 

Newton-Raphson? is not a method for optim.

> p1<-0.6;b<-2
> n=20;rr=5000
> U<-runif(n,0,1)
> for (i in 1:rr){
> 
> x<-(-log(1-U^(1/p1))/b)
> 
>  meantrue<-gamma(1+(1/p1))*b
>   meantrue
>   d<-meantrue/0.30
>   cen<- runif(n,min=0,max=d)
>   s<-ifelse(x<=cen,1,0)
>   q<-c(x,cen)
> 
>     z<-function(data, p){ 
>     shape<-p[1]
>     scale<-p[2]
>     log1<-n*sum(s)*log(p[1])+ n*sum(s)*log(p[2])+(p[1]-1)*sum(s)*log(1-((exp(-(p[2])*sum(x)))))
> -(p[2])*sum(t) + (p[1])*log((exp(-(p[2])*sum(x))))-
> (p[1])*sum(s)*log((exp(-(p[2])*sum(x))))
>   return(-log1)
>   }
> }
>   start <- c(1,1)
>   zz<-optim(start,fn=z,data=q,hessian=T)
>   zz
>   m1<-zz$par[2]
>   p<-zz$par[1] 
> 

Running your code given above gives an error message:

Error in sum(t) : invalid 'type' (closure) of argument

Where is object 't'?

Why are you defining function z within the rr loop? Only the last definition is given to optim.
Why use p[1] and p[2] explicitly in the calculation of log1 in the body of function z when you can use shape and scale defined in the lines before log1 <-.

Berend