On 29/04/2015 9:49 AM, Hanze Zhang wrote:
How should I do? The issue happened on log likelihood function?
I imagine it's the log(x[delta==1]) term that is turning the result into a vector.
Duncan Murdoch
On Tue, Apr 28, 2015 at 11:06 PM, William Dunlap <[email protected] <mailto:[email protected]>> wrote:Your function ln() does not return a scalar. > ln(theta=c(1,2)) [1] 48.5342640972 48.5342640972 48.5342640972 48.5342640972 48.5342640972 <tel:5342640972> Bill Dunlap TIBCO Software wdunlap tibco.com <http://tibco.com> On Tue, Apr 28, 2015 at 6:40 PM, Hanze Zhang <[email protected] <mailto:[email protected]>> wrote: I still cannot solve the problem: 'invalid function value in 'nlm' optimizer' I want to get the MLE for theta[1] and theta[2], my code is below: x <- c(2,5,3,7,3,2,4) delta <- c(1, 0, 1, 1, 1, 0, 1) # -log likelihood #alpha<-theta[1] #lamda<-theta[2] ln<-function(theta,x1,x2 ) { -sum(delta)*log(theta[1]*theta[2])-sum(delta)*(theta[1]-1)*log(x[delta==1])+theta[2]*sum(x^theta[1]) } #MLE nlm(ln,theta<-c(1,1),x1=x, x2=delta, hessian=TRUE) On Tue, Apr 28, 2015 at 6:40 AM, Duncan Murdoch <[email protected] <mailto:[email protected]>> wrote: > On 28/04/2015 2:43 AM, Hanze Zhang wrote: > > Hi, R users, > > > > > > I am using nlm function to get the MLE of parameter alpha and lambda > from a > > parametric survival model (Weibull distribution). However, this message > > always came out: ' invalid function value in 'nlm' optimizer'. Could > anyone > > help me? Code is > > > > project<-read.table(file="C://data.txt", header=T, as.is <http://as.is>=T) > > names(project) > > attach(project) > > > > x<-time > > delta<-ind > > > > > > # -log likelihood > > #alpha<-theta[1] > > #lambda<-theta[2] > > ln<-function(theta) > > { > > > > > -sum(delta)*log(theta[1]*theta[2])-sum(delta)*(theta[1]-1)*log(x[delta==1])+theta[2]*sum(x^theta[1]) > > } > > > > #MLE > > nlm(ln,theta<-c(1,1),hessian=TRUE) > > You are taking logs of parameters. Probably the optimizer is setting > the parameters to negative values, and so the log returns NaN. > > You can avoid this by testing your parameters on input, and always > returning a valid number. There are lots of ways to do this: One > strategy is to return +Inf for invalid values; another is to move the > parameter to the nearest boundary, and apply a penalty according to how > far you moved it. Or just take the absolute value of the parameter. Or > reparametrize so that illegal values aren't possible. > > Duncan Murdoch > > [[alternative HTML version deleted]] ______________________________________________ [email protected] <mailto:[email protected]> mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
