[R] Maximization problem in the optim function

Niroshan wnnperer at ucalgary.ca
Thu Mar 15 01:43:42 CET 2012


This is the part of the function in my likelihood function




prob<-function(t1,t2,m1,m2,s_r,s_p,s_e,cor_m){

if ((t1==0) & (t2==0))

log_lik<-log(pmvnorm(lower=rep(-Inf, 2),
upper=c(m1/sqrt(s_r+s_p+s_e+1),m2/sqrt(s_r+s_p+s_e+1)),
 mean=rep(0,2), corr=cor_m))

else if ((t1==0) & (t2==1))

log_lik<-log(pmvnorm(lower=c(-Inf,m2/sqrt(s_r+s_p+s_e+1)),
upper=c(m1/sqrt(s_r+s_p+s_e+1),Inf),
 mean=rep(0,2), corr=cor_m))

else if ((t1==1) & (t2==0))

log_lik<-log(pmvnorm(lower=c(m1/sqrt(s_r+s_p+s_e+1),-Inf),
upper=c(Inf,m2/sqrt(s_r+s_p+s_e+1)),
 mean=rep(0,2), corr=cor_m))

else if ((t1==1) & (t2==1))

log_lik<-log(pmvnorm(lower=c(m1/sqrt(s_r+s_p+s_e+1),m2/sqrt(s_r+s_p+s_e+1)),
upper=c(Inf,Inf),
 mean=rep(0,2), corr=cor_m))

return(log_lik)
}


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