Hello, I am having trouble using "optim".
I want to maximalise a function to its parameters [kind of like: univariate
maximum likelihood estimation, but i wrote the likelihood function myself
because of data issues ]
When I try to optimize a function for only one parameter there is no
problem:
llik.expo<-function(x,lam){(length(x)*log(lam))-(length(x)*log(1-exp(-1*lam*
*cons*)))-lam*sum(x)}
cons<-
data<-c(.)
expomx<-optimize(llik.expo,c(0,100),maximum=TRUE,tol=0.0001,x=data)
expomx
To optimize to two parameters you can't use "optimize", so I tried the
following to test my input:
>
llik.nor<-function(x,theta){mu<-theta[1];sig<-theta[2];-length(x)*log(sqrt(2*pi))-length(x)*log(sig)-(1/(2*sig**2))*sum((x-mu)**2)}
> x<-c(-1,4,6,4,2)
> normx<-optim(c(1,20),llik.nor)
the output should be close to
parameters: mu=3 and sigma=2.366
[This I calculated by hand to compare with the output]
but in stead of output I get an error:
Error in fn(par, ...) : argument "theta" is missing, with no default
I don't understand why this happened? I hope someone can help me with this
for I am still a [R]ookie.
Kind regards,
Sonko Lady [Anjali]
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