[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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