[R] Error in optim function.
Rolf Turner
rolf.turner at xtra.co.nz
Tue Sep 27 06:40:19 CEST 2011
(a) This is pretty obviously homework; the r-help list is *not* for
giving help with homework.
(b) *Read* the error message!
(c) Your expression for the log likelihood is wrong in more than
one way. (The number of observations is *not* the same thing
as the number of trials for a given observation.)
cheers,
Rolf Turner
On 27/09/11 15:33, jango wrote:
> 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.
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Error-in-optim-function-tp3846001p3846001.html
> Sent from the R help mailing list archive at Nabble.com.
>
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