Hi I need to find the Hessian matrix for a complicated function from a certain kind of data but i keep getting this error Error in f1 - f2 : non-numeric argument to binary operator
the data is given by U<-runif(n) Us<-sort(U) tau1<- 2 F1tau<- pgamma((tau1/theta1),shape,1) N1<-sum(Us<F1tau) X1<- Us[1:N1] Ti<- theta1*qgamma(Us[1:N1],shape,1) w=N1+1 V<- Us[w:r] N2<- length(V) V1<-theta2*qgamma(V,shape,1) Tj<-V1+tau1-(theta2/theta1)*tau1 c1<-matrix(Ti,ncol=1) c2<-matrix(Tj,ncol=1) cc<-data.frame(rbind(c1,c2))[,1] require(numDeriv) m1<- function(x) #a function that generates the estimates { loglik<-function(alpha,theta1,theta2){ -( log(factorial(n)/(factorial(N1)*factorial(N2)))-r*lgamma(alpha)-alpha*N1*log(theta1) -alpha*(r-N1)*log(theta2)+(alpha-1)*sum(log(cc[1:N1]))+(alpha-1)*sum(log(cc[w:r]-tau1+ (theta2/theta1)*tau1))-(1/theta1)*sum(cc[1:N1])-(1/theta2)*sum(cc[w:r]-tau1+(theta2/theta1)*tau1)+ (n-r)*log(1-pgamma((max(cc)-tau1+(theta2/theta1)*tau1)/theta2,alpha,1))) }} H<-hessian(m1, cc) Thank you and take care. Laila [[alternative HTML version deleted]] ______________________________________________ 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.