[R] How to find the likelihood, MLE and plot it?

C W tmrsg11 at gmail.com
Wed Nov 18 23:31:07 CET 2015


Dear R list,

I am trying to find the MLE of the likelihood function.  I will plot the
log-likelihood to check my answer.

Here's my R code:

xvec <- c(2,5,3,7,-3,-2,0)

fn <- function(theta){

sum(0.5 * (xvec - rep(theta, 7)) ^ 2 / 1 + 0.5 * log(1))

}

gn <- Vectorize(fn)

curve(gn, -5, 20)

optimize(gn, c(-5, 20))

$minimum

[1] 1.714286

$objective

[1] 39.71429


The MLE using optimize() is 1.71, but what curve() gives me is the absolute
minimum.

I think 1.71 is the right answer, but why does the graph showing it's the
minimum?  What is going on here?

Thank so much!

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