[R] bbmle "Warning: optimization did not converge"

arun4 arun.ganesh2012 at gmail.com
Sun Nov 25 19:44:32 CET 2012


Thank you  Michael Weylandt.
Let me to describe my problem fully,
I have developed a new discrete probability distribution which has the
following Probability mas function( as an alternative to binomial
distribution)
<http://r.789695.n4.nabble.com/file/n4650759/newdist.jpg> 

Where n= number of trials
x are the binomial values
a and b are the two parameters to be estimated (I use MLE method by calling
mle2 from bbmle package)
As you can see, there is an inner summation which runs from zero to (n-x)

The below is the R functions I have written to define Negative Loglikelihood
and estimate parameters:

library(bbmle)

* ###Define Negative LL
Dist.NLL<-function(x,a,b,fre,n) { 
  term<-0 
  for (j in 0:(n-x)) { 
    term=term+(((-1)**j)*(choose(n-x,j))*(beta(((x/a)+1+(j/a)),b)))
  }
  density=b*choose(n,x)*term 
  LL<-sum(fre*log(density))
  return(-LL) 
}

##an example dataset
x.values<-0:7  ##x values (here 7 trials)
frequency<-c(47,54,43,40,40,41,39,95)   ##Observed frequencies of x values
##Now use mle2 to estimate parameters.

mle2(Dist.NLL, start=list(a=22,b=22), data=list(x=values ,fre=frequency,
n=7))
*

This is what I have done, bow I am getting "In 0:(n - x) : numerical
expression has 8 elements: only the first used" error messages, which I
afraid serious errors. 

Thanks again.



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