[R] help for MLE
Liaw, Andy
andy_liaw at merck.com
Sun Feb 22 20:23:59 CET 2004
A likelihood function is the pdf or pmf as a function of parameters given
the data. The function you wrote is purely a function of the data, not
parameters. You need to write the function as a likelihood before you can
get the MLE.
Andy
> From: Edward Sun
>
> Dear Sir/Madam,
>
> I am using R version 1.8.1. I am doing following tast:
>
> First generate 100 Gaussion(3,1) numbers, then write the
> likelihood function
> to estimate the parameters of Gaussian distribution by direct
> maximizing the
> likelihood function.
>
> My likelihood function is:
> >fn<-function(x)
> >(-50*log((sd(x))^2))-50*log(sqrt(2*pi))-(1/2*((mean(x))^2))*(
> sum((x-(mean(x))^2))
>
> After I input above function, the '' >'' turned to be '' +
> ''. and it did
> not work.
>
> I am looking for the help to solve this tast by writting a likelihood
> function.
>
> Thanks a lot.
>
> Best regards.
> edward sun
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