Re: [R] Maximum likelihood estimation (stats4::mle)

2014-07-22 Thread Ronald Kölpin
Thanks, that was exactly it -- switching the values did the trick (and was actually correct in terms of theory.) And of course, you are right -- i changed the starting values to mean(x) - mean(y) for mu and sqrt(var(x-y)) for sigma. I also see your point about the theoretical justification for the

Re: [R] Maximum likelihood estimation (stats4::mle)

2014-07-22 Thread peter dalgaard
On 22 Jul 2014, at 06:04 , David Winsemius wrote: > > On Jul 21, 2014, at 12:10 PM, Ronald Kölpin wrote: > >> Dear R-Community, >> >> I'm trying to estimate the parameters of a probability distribution >> function by maximum likelihood estimation (using the stats4 function >> mle()) but can't

Re: [R] Maximum likelihood estimation (stats4::mle)

2014-07-21 Thread David Winsemius
On Jul 21, 2014, at 12:10 PM, Ronald Kölpin wrote: > Dear R-Community, > > I'm trying to estimate the parameters of a probability distribution > function by maximum likelihood estimation (using the stats4 function > mle()) but can't seem to get it working. > > For each unit of observation I hav

[R] Maximum likelihood estimation (stats4::mle)

2014-07-21 Thread Ronald Kölpin
Dear R-Community, I'm trying to estimate the parameters of a probability distribution function by maximum likelihood estimation (using the stats4 function mle()) but can't seem to get it working. For each unit of observation I have a pair of observations (a, r) which I assume (both) to be log-nor