[R] Help MLE

LFRC feliperiehs at yahoo.com.br
Thu Oct 9 20:34:44 CEST 2008


Dear, 

I'm starting on R language. I would like some help to implement a MLE
function.

I wish to obtain the variables values (alpha12, w_g12, w_u12) that maximize
the function LL = Y*ln(alpha12 + g*w_g12 + u*w_u12).

Following the code:

 rm(list=ls())   
 ls()
 library(stats4)

 Model = function(alpha12,w_g12,w_u12)
 {
 Y = 1
 u = 0.5
 g = -1
 Y*log(alpha12 + g*w_g12 + u*w_u12)
 }

 res = mle(minuslog=Model,start=list(alpha12=0.1,w_u12=0.1,w_g12=0.1),
method = "BFGS")
 
 res

Error message:

 > res = mle(minuslog=Model,start=list(alpha12=0.1, w_u12=0.1, w_g12=0.1),
method = "BFGS")
 Error in optim(start, f, method = method, hessian = TRUE, ...) : 
  non-finite finite-difference value [1]

Thanks,
LF
-- 
View this message in context: http://www.nabble.com/Help-MLE-tp19904724p19904724.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list