[R] Trouble with optim function

Jon Moroney jmoroney at hawaii.edu
Wed Feb 17 22:52:35 CET 2010


Hi all,

I'm trying to make a little script to determine an "unknown" rate for a 
number of known exponential trials.



My Code:
#Set Trials and generate number
trials=100
rand<-runif(1,0,1)
vector=0

#Generate vector of 100 random exponentials and sum them
for (i in 1:100) {
vector<-rexp(trials,rate=rand)
}
sumvect=sum(vector)

#Create the log likelihood function
LL<-function(x) {(trials*log(x))-(x*sumvect)}

optim(1,LL,method="BFGS")



The "rand" variable should be between 0 and 1 and is what I am trying to 
approximate. However, as it is I generally get a value in the tens of 
thousands. I'm sure it's something simple but I can't find my error.

Jon



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