[R] Hint improve my code

EdBo n.bowora at gmail.com
Sun Jul 3 02:52:25 CEST 2011


Hi

I have developed the code below. I am worried that the parameters I want to
be estimated are "not being found" when I ran my code. Is there a way I can
code them so that R recognize that they should be estimated.

This is the error I am getting.

> out1=optim(llik,par=start.par)
Error in pnorm(au_j, mean = b_j * R_m, sd = sigma_j) : 
  object 'au_j' not found

#Yet al_j,au_j,sigma_j and b_j are just estimates that balance the
likelihood function?

llik=function(R_j,R_m)
if(R_j< 0)
{
sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+al_j-b_j*R_m))^2]
}else if(R_j>0)
{
sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+au_j-b_j*R_m))^2]
}else if(R_j==0)
{
sum(log(pnorm(au_j,mean=b_j*R_m,sd=sigma_j)-pnorm(al_j,mean=b_j*R_m,sd=sigma_j)))
}
start.par=c(al_j=0,au_j=0,sigma_j=0.01,b_j=1)
out1=optim(par=start.par,llik)

My Data

     R_j         R_m
  2e-03   0.026567295
  3e-03   0.009798475
  5e-02   0.008497274
 -1e-02   0.012464578
 -9e-04   0.002896023
  9e-02   0.000879473
  1e-02   0.003194435
  6e-04   0.010281122

Thank you in advance.

Edward
UCT

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