[R] mle function

[roger.campana at unil.ch]

Hallo,

I'm working with the mle function and I would like to ask you a couple 
of questions.

My goal is to construct the historical value of  v1(t), v2(t) and 
v3(t) using the maximum likelihood estimation.



So, I need to optimize the following log-likelihood:
sum(E1_f[t,]*(v1*teta1[] + v2*teta2[] + v3*teta3[]) - E_f[t,]*log(1 + 
exp(v1*teta1[] + v2*teta2[] + v3*teta3[])))


(E_f and E1_f  are 136x111 matrices and teta1,teta2 and teta3 are 
111x1 vectors).

By writing the code below, I just obtain the result for t=1.


################
library(stats4)

likelihood <- function(v1,v2,v3){
  for (t in 1:136){
    return(-(sum(E1_f[t,]*(v1*teta1[] + v2*teta2[] + v3*teta3[]) - 
E_f[t,]*log(1 + exp(v1*teta1[] + v2*teta2[] + v3*teta3[])))))
  }
}
  L_f <- mle(minuslog=likelihood, start=list(v1=1, v2=2, v3=3))

x <- summary(L_f)
################


What should I change in the code?
And how can I store the values of v1(t), v2(t) and v3(t) in 3 vectors, 
in order to use them after?


Thank you very much.

Roger