[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