[R] question mle again

Antje Niederlein niederlein-rstat at yahoo.de
Mon Feb 7 17:15:18 CET 2011


A few day ago, I was looking for an answer to my question but didn't
get one. Anybody who can help now?

Hello,


I tried to use mle to fit a distribution(zero-inflated negbin for
count data). My call is very simple:

mle(ll)

ll() takes the three parameters, I'd like to be estimated (size, mu
and prob). But within the ll() function I have to judge if the current
parameter-set gives a nice fit or not. So I have to apply them to
observation data. But how does the method know about my observed data?
The mle()-examples define this data outside of this method and it
works. For a simple example, it was fine but when it comes to a loop
(tapply) providing different sets of observation data, it doesn't work
anymore. I'm confused - is there any way to do better?

Here is a little example which show my problem:

# R-code ---------------------------------

lambda.data <- runif(10,0.5,10)

ll <- function(lambda = 1) {
       cat("x in ll()",x,"\n")
       y.fit <- dpois(x, lambda)

       sum( (y - y.fit)^2 )

       }

lapply(1:10, FUN = function(x){

       raw.data <- rpois(100,lambda.data[x])

       freqTab <- count(raw.data)
       x <- freqTab$x
       y <- freqTab$freq / sum(freqTab$freq)
       cat("x in lapply", x,"\n")
       fit <- mle(ll)

       coef(fit)
       })

Can anybody help?

Antje



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