[R] maximum likelihood estimation

Arne Henningsen arne.henningsen at gmail.com
Thu Oct 9 15:29:16 CEST 2014


Dear Pari

On 7 October 2014 10:55, pari hesabi <statistics84 at hotmail.com> wrote:
> HelloI am trying to estimate the parameter of a function by the Maximum Likelihood Estimation method.If  the function is the difference between two integrals: C<-function(n){integrand3<-function(x) {((2-x)^n)*(exp(ax-2))}cc<- integrate (integrand3,0,2)print(cc)}
> D<-function(n){integrand4<-function(x) {((5-ax)^n)}cc<- integrate (integrand4,0,2)print(cc)}
> f(n) = C(n) - D(n)
>  I need to estimate parameter (a).   loglikelihood function is in the form of  sum[F(k) log(f(k))]=lnL. I am wondering how to introduce my logliklihood function to the loop below.  Can anybody help me for correcting the following loop? if there are some other packages better than this , please let me know.Thank you,Diba
> n <- c(0,1,2,3,4,5,6,7,8)
> F<-c(0,0,1,3,5,7,8,11,10)
> loglik <- function(a) sum(F*log(C(n)-D(n)))
> re <- maxLik (loglik, start=.5)
> summary(re)

Unfortunately, I cannot reproduce your example, because I get an error
message about an unexpected symbol.

> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

Best regards,
Arne

-- 
Arne Henningsen
http://www.arne-henningsen.name



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