[R] Error in optim function.
jango
terryhughston at gmail.com
Tue Sep 27 04:33:04 CEST 2011
I'm trying to calculate the maximum likelihood estimate for a binomial
distribution. Here is my code:
y <- c(2, 4, 2, 4, 5, 3)
n <- length(y)
binomial.ll <- function (pi, y, n) { ## define log-likelihood
output <- y*log(pi)+(n-y)*(log(1-pi))
return(output)
}
binomial.mle <- optim(0.01, ## starting value
binomial.ll, ## log likelihood
method="BFGS", ## optimization method
hessian=TRUE, ## numerial Hessian
control=list(fnscale=-1), ## max, not min
y=y, n=n)
binomial.mle.par <- c(binomial.mle$par, -1/binomial.mle$hessian[1,1])
binomial.mle.par <- as.matrix(binomial.mle.par)
rownames(binomial.mle.par) <- c("lambda", "s.e.")
colnames(binomial.mle.par) <- c("MLE")
print(binomial.mle.par)
When I do this I get the following error message:
Error in optim(0.01, binomial.ll, method = "BFGS", hessian = TRUE, control =
list(fnscale = -1), :
objective function in optim evaluates to length 6 not 1
Any help you can give me would be greatly appreciated.
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