Full_Name: bernardo moises lagos alvarez Version: 2.4.0 OS: Windows XP professional Submission from: (NULL) (152.74.219.16)
I need obtained the MLE of weibull parameters using the nlm with exact gradient an hessian. I am doing. bug report :Erro en log(b) : el argumento "b" está ausente, sin default 1.Construction to objectiv functin with n=1 data >fllwform<-formula(~log(a)-log(b)-(a-1)*(log(x)-log(b))- (x^a)/(b^a)) > fllwfuncH <-deriv(fllwform,c("a","b"),function(a,b,x){}) > fllwfuncH function (a, b, x) { .expr2 <- log(b) .expr4 <- a - 1 .expr5 <- log(x) .expr6 <- .expr5 - .expr2 .expr9 <- x^a .expr10 <- b^a .expr19 <- .expr10^2 .expr23 <- 1/b .value <- log(a) - .expr2 - .expr4 * .expr6 - .expr9/.expr10 .grad <- array(0, c(length(.value), 2), list(NULL, c("a", "b"))) .grad[, "a"] <- 1/a - .expr6 - (.expr9 * .expr5/.expr10 - .expr9 * (.expr10 * .expr2)/.expr19) .grad[, "b"] <- -(.expr23 - .expr4 * .expr23 - .expr9 * (b^.expr4 * a)/.expr19) attr(.value, "gradient") <- .grad .value } 2. change the x argument on fllwfuncH function to data with n>1 (on fnlmw file) fllwfuncHnew <- function (a, b, x) { .n<-length(x) .expr2 <- log(b) .expr4 <- a - 1 .expr5 <- log(x) .expr6 <- .expr5 - .expr2 .expr9 <- x^a .expr10 <- b^a .expr19 <- .expr10^2 .expr23 <- 1/b .value <- .n*(log(a) - .expr2) - .expr4 *sum(.expr6) - sum(.expr9)/.expr10 .grad <- array(0, c(length(.value), 2), list(NULL, c("a", "b"))) .grad[, "a"] <- .n/a - sum(.expr6) - (sum(.expr9 * .expr5)/.expr10 - sum(.expr9) * (.expr10 * .expr2)/.expr19) .grad[, "b"] <- -(.n*.expr23 - .n*.expr4 * .expr23 - sum(.expr9) * (b^.expr4 * a)/.expr19) attr(.value, "gradient") <- .grad .value } > set.seed(99) > xdat <-rweibull(42,shape=1,scale=20) > sum(dweibull(xdat,1,20,log=T)) [1] -174.6415 3. Use the fllwfuncHnew function on nlm: > source("fnlmw") > fllwfuncHnew(1,20,xdat) [1] -174.6415 attr(,"gradient") a b [1,] 30.88661 0.3410358 > nlm(fllwfuncHnew,p=c(1,20),x=xdat) Erro en log(b) : el argumento "b" está ausente, sin default ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel