[R] help in buliding a likelihood function...

resident76 ctchadwick at hotmail.com
Wed Jul 22 22:17:00 CEST 2009


I am hoping someone may be able to help me out here.  I need to build up a
likelihood function algorithmically based on the data.  The likelihood
function is almost impossible to generate analytically due to a large number
of summations.  I just can't figure out how to get the variables into the
function as I go down the data.  The general form of the function is:

Lik() = Sum_i Sum_j Sum_k  x_i * x_j * x_k * n()_ij * n()_jk

where the numbers i,j,k can go from 1 to 5 and n() are the normal densities. 
In going through the data, I can determined the vectors x, so the general
form is x = c(g1,g2,g3,g4,g4) which is the vector of the coefficients of the
g variables and describes a probability.  I'm trying to do a maximum
likelihood estimation to get the g variables given some input data.  

I'm at a dead end with trying to form the likelihood function.  Any insights
from the folks out there?

res
   
-- 
View this message in context: http://www.nabble.com/help-in-buliding-a-likelihood-function...-tp24613820p24613820.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list