[R] multiplying matrix by vector of times

[Laura Hill]

On 8/3/07 22:12, "Gad Abraham" <g.abraham at ms.unimelb.edu.au> wrote:

> Laura Hill wrote:
>> 
>> 
>> On 7/3/07 00:15, "Gad Abraham" <g.abraham at ms.unimelb.edu.au> wrote:
>> 

>>>> On 6 Mar 2007, at 08:54, Laura Hill wrote:
>>>> 
>>>>> Hi,
>>>>> 
>>>>> My name is Laura. I'm a PhD student at Queen's University Belfast
>>>>> and have
>>>>> just started learning R. I was wondering if somebody could help me
>>>>> to see
>>>>> where I am going wrong in my code for estimating the parameters
>>>>> [mu1, mu2,
>>>>> lambda1] of a 2-phase Coxian Distribution.
>>>>> 
>>>>> cox2.lik<-function(theta, y){
>>>>>     mu1<-theta[1]
>>>>> 
>>>>>     mu2<-theta[2]
>>>>> 
>>>>>     lambda1<-theta[3]
>>>>> 
>>>>>     p<-Matrix(c(1, 0), nrow=1, ncol=2)
>>>>> 
>>>>>     Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
>>>>> 
>>>>>     q<-Matrix(c(mu1, mu2), nrow=2, ncol=1)
>>>>> 
>>>>>     for (i in 1:length(y)){
>>>>>         loglik<-log(p %*% expm(Q * y(i)) %*% q)
>>>>>     return(loglik)}
>>>>> 
>>>>>     sumloglik<-sum(loglik)
>>>>> 
>>>>>     return(-sumloglik)
>>>>>     }

>> 
>> 
>> 
>> Hi Gad,
>> 
>> Yes that's exactly hat I am trying to do. If I gave you a simple example,
>> could you perhaps tell me how I could create a vector of log likelihoods.
>> 
>> 
>> 
>> Lets say I have 1x1 matrices:
>> 
>> p=[1]
>> Q=[0.05]      i.e. [mu1]
>> q=[-0.05]     i.e. [-mu1]
>> 
>> Where mu1 is the parameter that I would like to estimate and I have chosen
>> the initial value mu1=0.05
>> 
>> 
>> Loglik<-p %*% expm(Q*y) %*% q
>> 
>> Where y=(5 10)
>> 
>> I want to sum the log likelihoods that I get for y=5 and y=10 using
>> 
>> Sumloglik<-sum(allloglik)
>> 
>> Where allloglik = vector of log likelihoods
>> 
>> 
>> Any help would be greatly appreciated.
>> 
>> Thanks in advance
>> Laura
>> 
> 
> Hi Laura,
> 
> Make an empty vector of required length, then assign the loglik to each
> of its cells, and don't return() anything:
> 
> loglik <- rep(0, length(y))
> for(i in 1:length(y)){
>     loglik[i] <- log(p %*% expm(Q * y[i]) %*% q)
> }
> 
> Then you can sum(loglik) like you did before.
> 
> Cheers,
> Gad


Hi Gad,

Thanks for the tip about the empty vector, I ever knew you could do that. I
just have one problem,

Lets say Q is a 2x2 matrix
         p is a 1x2 matrix
         q is a 2x1 matrix
         y is vector of times, say y = c(5, 10)

How do I multiply Q by each time y[i]?

I would like to get the answer to the equation

loglik[i] <- log(p %*% expm(Q * y[i]) %*% q)

Where first y=5 and then y=10 so that the answers to loglik for each i are
put into the empty vector.

I'm sure that I am missing something fairly obvious here but can't put my
finger on it.

Thanks in advance
Laura