[R] Help MLE

[LFRC]

Thanks again.

Now I want to complicate the model. Supose that Y is a vector with 30 data.

Y = c(0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0,
1, 0, 0, 0, 0, 1, 0)
Then the r = sum(Y*log(comb))

Is it possible? I want to discover the variables values
(alpha12,w_g12,w_u12) for each Y that optimize the function r.

The new code is:

Model = function(alpha12,w_g12,w_u12) 
  { 
    Y = c(0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0,
0, 1, 0, 0, 0, 0, 1, 0) 
    u = 0.5 
    g = -1 
    comb = alpha12 + g*w_g12 + u*w_u12 
    r = sum(Y*log(comb))
    cat(alpha12,w_g12,w_u12,comb,log(comb),r,"\n") ## debug 
    r 
  } 

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

model2 <- function(p) { 
  do.call("Model",as.list(p)) 
} 

constrOptim(theta=c(0.1,0.1,0.1),f=model2, 
            grad=NULL, 
            ui = c(1,-1,0.5), 
            ci = rep(0,3)) 

ERROR:

Error in optim(start, f, method = method, hessian = TRUE, ...) : 
  objective function in optim evaluates to length 30 not 1

Best regards,
LFRC


Ben Bolker wrote:
> 
> LFRC <feliperiehs <at> yahoo.com.br> writes:
> 
>> 
>> 
>> Dear Ben Bolker,
>> 
>> Thanks a lot for your help.
>> 
>> I have two more questions:
>> 
>> 1) My goal is maximize the function (>     r = Y*log(comb)) but the
>> parameters found, minimized the function (r = Y*log(comb)).
>> 
> 
>   Oh.  Oops.  Just change the sign ( r = -Y*log(comb)) or
> set fnscale=-1 (see ?optim) 
> 
>> 2) What this function do?
>>   > model2 <- function(p) {
>>   >   do.call("Model",as.list(p))
>>   > }
>> 
>  
>   I got a little carried away, this is R Magic.
> mle() expects the function to be written out with
> a list of parameters ( func(param1,param2,param3) ),
> while optim and constrOptim want the function to
> have a single vector argument ( func(paramvec) ).
> model2() is a wrapper that converts a vector p
> into a list and passes it to the Model function.
> 
>   Ben Bolker
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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