Re: [R] Log likelihood of Gamma distributions

From: Xiaohui Chen <chenxh007_at_gmail.com>
Date: Tue, 20 May 2008 18:40:24 -0700

The scale of log-likelihood depends on the number of your data samples, you should sum over the log-densities from individual points:

sum(llgm)

Xiaohui

Edward Wijaya 写道:
> Dear all,
>
> How can I compute the log likelihood of a gamma
> distributions of a vector.
>
> I tried the following. But it doesn't seem to work:
>
> samples<-c(6.1, 2.2, 14.9, 9.9, 24.6, 13.2)
> llgm <- dgamma(samples, scale=1, shape=2, log = TRUE)
>
> It gives
>
> [1] -4.291711 -1.411543 -12.198639 -7.607465 -21.397254 -10.619783
>
> I expect it only returns "one" value instead of vector.
> What's wrong with my command above?
>
> - Edward
>
> ______________________________________________
> R-help_at_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.
>
>



R-help_at_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. Received on Wed 21 May 2008 - 01:43:43 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 21 May 2008 - 02:30:39 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive