From: kate <yhsu6_at_uiuc.edu>

Date: Thu, 08 May 2008 10:22:15 -0500

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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. Received on Thu 08 May 2008 - 15:48:54 GMT

Date: Thu, 08 May 2008 10:22:15 -0500

Thanks for your quick reply.

I try the command as follows,

library(stats4) ## loading package stats4
ll <- function(change, ncp, df) {-sum(dt(x, ncp=ncp, df=df,
log=TRUE))}#-log-likelihood function

est<-mle(minuslog=ll, start=list(ncp=-0.3,df=2))

But the warnings appears as follows,

invalid class "mle" object: invalid object for slot "fullcoef" in class "mle": got class "list", should be or extend class "numeric"

When I typed warnings(), I get

In dt(x, ncp = ncp, df = df, log = TRUE) : full precision was not achieved in 'pnt'

Does anyone know how to solve it?

Thanks,

Kate

- Original Message ----- From: "Duncan Murdoch" <murdoch_at_stats.uwo.ca> To: "kate" <yhsu6_at_uiuc.edu> Cc: <r-help_at_r-project.org> Sent: Thursday, May 08, 2008 9:46 AM Subject: Re: [R] MLE for noncentral t distribution

> On 5/8/2008 10:34 AM, kate wrote:

*>> I have a data with 236 observations. After plotting the histogram, I
**>> found that it looks like non-central t distribution. I would like to get
**>> MLE for mu and df. I found an example to find MLE for gamma distribution
**>> from "fitting distributions with R":
**>>
**>> library(stats4) ## loading package stats4
**>> ll<-function(lambda,alfa) {n<-200
**>> x<-x.gam
**>> -n*alfa*log(lambda)+n*log(gamma(alfa))-(alfa-
**>> 1)*sum(log(x))+lambda*sum(x)} ## -log-likelihood function
**>> est<-mle(minuslog=ll, start=list(lambda=2,alfa=1))
**>>
**>> Is anyone how how to write down -log-likelihood function for noncentral t
**>> distribution?
**>
**>
**> dt() has a non-centrality parameter and a log parameter, so it would
**> simply be
**>
**> ll <- function(x, ncp, df) sum(dt(x, ncp=ncp, df=df, log=TRUE))
**>
**> Make sure you convert mu into the ncp properly; the man page says how ncp
**> is interpreted.
**>
**> Duncan Murdoch
*

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