[R] Help with maximum likelihood estimation

[peter dalgaard]

Bricks fly fine with sufficient thrust, but you have lff with a mu argument that never gets used, so the negative log-likelihood is constant and mle() cannot minimize it.

You need to read up on the definition of (log-) likelihood and write a proper one for your problem.

-pd

> On 26 Jun 2019, at 14:01 , avadhoot velankar <avadhoot.velankar using gmail.com> wrote:
> 
> I am analyzing animal movement pattern using levy flight pattern and want
> to fit power function to observed data and estimate exponent using Maximum
> Likelihood Estimation.
> 
> I am using
> 
> lff<-function(mu){1-1/mean(log(x))}
> library(stats4)
> mle(lff, start = list(mu = 1))
> 
> where x is the observed data.
> 
> I am getting following error
> 
> Error in solve.default(oout$hessian) :
>  Lapack routine dgesv: system is exactly singular: U[1,1] = 0
> 
> This is first time i am writing function and I am as good at algebra
> as brick is good at flying.
> 
> Thank you in advance for your help.
> 
> -- 
> *Avadhoot D. Velankar*
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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Email: pd.mes using cbs.dk  Priv: PDalgd using gmail.com