Hello,
I want to estimate the exponential parameter by using optim with the following
input, where t contains 40% of the data and q contains 60% of the data within
an interval. In implementing the code command for optim i want it to contain
both the t and q data so i can obtain the correct estimate. Is there any
suggestion as to how this can be done. I have tried h<-c(t,q) but it is not
working because q lies within an interval.
rate<-15;n<-100;a<-40;b<-60;rr<-1000
ms11=ms22=0
bia11=bia22=0
t<-rexp(a,rate)
for(i in 1:rr){
C1<-runif(b,0,rate)
C2<-rexp(b,rate)
f2 <- function(C1, C2) {
r <- pmax(C1 , C2 + C1)
cbind(C1, r)
}
m<-f2(C1,C2)
x[1:b]<-(m[,1])
u<-x[1:b]
x[1:b]<-(m[,2])
v<-x[1:b]
q<-cbind(u,v)
h<-c(t,q)
z<-function(data ){
rate<-p[2]
log1<--(n/log(p[2]))-sum(t/(p[2]))+sum(log(exp(-(u/(p[2])))-exp(-(v/(p[2])))))
return(-log1)
}
}
start <- c(1,1)
zz<-optim(start,fn=z,data=h,hessian=T)
m1<-zz$par[2]
thank you
chris b guure
researcher
institute for mathematical research
upm
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