[R] Finding MLE

Bert Gunter gunter.berton at gene.com
Sun Nov 2 20:57:55 CET 2014


You do not appear to provide initial values for a and b , i.e. the
"start" argument for mle.

Cheers,
Bert

Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll




On Sun, Nov 2, 2014 at 10:36 AM, li li <hannah.hlx at gmail.com> wrote:
> Hi all,
>   I am trying to use the mle function in R to find the maximum likelihood
> estimator. The ll function below is the negative of the log likelihood.
> Suppose x0 is the observed values, I want to find the maximum likelihood
> for a and b. After running the code below, I get the error message "Error
> in eval(expr, envir, enclos) : argument is missing, with no default".
>   Could anyone familiar with this function give some suggetion? Thanks very
> much!
>      Hanna
>
>> n <- 8
>> x0 <- c(2,3)
>>
>> ll<- function(a,b,x=x0,size=n){
> +
> -sum(log(gamma((n-1)/2+a-1)/(gamma((n-1)/2)*gamma(a))*1/(2*b^a)*(x/2)^((n-1)/2-1)*(1/b+x/2)^(-((n-1)/2+a-1))))}
>>
>> fit <- mle(ll, nobs = length(x0))
>
>         [[alternative HTML version deleted]]
>
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