R-help, I'm just trying to find the ML (maximum likelihood) estimates of the mean and standard deviation of a set of observations:
>xx=c(2.5,3.5,4,6,6.5,7.5) fn<-function(params,x=xx) { media<-params[1] st <-params[2] pdf=-sum(dnorm(log(xx),log(media),st,TRUE)) return(pdf) } optim(c(mu,stdev),fn,method="L-BFGS-B",lower=c(0.001, 0.001) ,upper = rep(Inf, 2), hessian=TRUE, control=list(trace=1)) iter 0 value 3.011784 final value 2.802694 converged $par [1] 4.6597779 0.3860387 $value [1] 2.802694 $counts function gradient 17 17 $convergence [1] 0 $message [1] "CONVERGENCE: REL_REDUCTION_OF_F <= FACTR*EPSMCH" WHich gives an estimate of stDev = 0.38 while the empirical stDev = 1.94 Is there anything wrong above in the code? Thanks in advance ______________________________________________ R-help@r-project.org mailing list 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.