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

[C W]

ah.  Let me fix that and get back to you.

On a side note, why can't I put fn inside curve(), why do I have to use
Vectorize()?

Here's the code and the message:

> curve(fn, -5, 20)
Error in curve(fn, -5, 20) :
  'expr' did not evaluate to an object of length 'n'


On Thu, Nov 19, 2015 at 10:29 AM, peter dalgaard <pdalgd at gmail.com> wrote:

>
> On 19 Nov 2015, at 16:17 , C W <tmrsg11 at gmail.com> wrote:
>
> > Hi Rolf,
> >
> > I think the MLE should be 1.71, no?  And yes, I am aware of the
> > maximum=TRUE argument.  I still feel something is wrong here.
> >
>
> Just read more carefully what Rolf said: Your fn is MINUS the
> log-likelihood. So the graph is upside-down.
>
> -pd
>
>
> > Thanks!
> >
> > On Wed, Nov 18, 2015 at 6:23 PM, Rolf Turner <r.turner at auckland.ac.nz>
> > wrote:
> >
> >> On 19/11/15 11:31, C W wrote:
> >>
> >>> 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?
> >>>
> >>
> >> Your graph shows that there is indeed a *minimum* at 1.71.  And
> optimise()
> >> is correctly finding that minimum.
> >>
> >> If you want optimise() to find the maximum, set maximum=TRUE.  In which
> >> case it will return "20" (or something very close to 20).
> >>
> >> Your function fn() appears not to be the log likelihood that you had in
> >> mind.  Perhaps you the negative of fn()???
> >>
> >> cheers,
> >>
> >> Rolf Turner
> >>
> >> --
> >> Technical Editor ANZJS
> >> Department of Statistics
> >> University of Auckland
> >> Phone: +64-9-373-7599 ext. 88276
> >>
> >
> >       [[alternative HTML version deleted]]
> >
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>
> --
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Office: A 4.23
> Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com
>
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