Re: [R] Computing Maximum Loglikelihood With "nlm" Problem

From: Edward Wijaya <ewijaya_at_gmail.com>
Date: Thu, 22 May 2008 11:21:07 +0900

Thanks so much.
- Edward

On Thu, May 22, 2008 at 11:17 AM, Charilaos Skiadas <cskiadas_at_gmail.com> wrote:
> Try:
>
> mlogl_out <- nlm(mlogl, mean(vsamples), vsamples)
>
> or
>
> mlogl_out <- nlm(mlogl, mean(vsamples), x=vsamples)
>
> The argument vsamples=vsamples is passed to mlogl, since nlm does not
> recognize it. But mlogl doesn't have a vsamples argument, only alpha and x
> arguments. So you have to either leave mean(vsamples) and vsamples unnamed,
> or else name them alpha and x respectively, as you told mlogl. Or change the
> argument names in mlogl.
>
> Haris Skiadas
> Department of Mathematics and Computer Science
> Hanover College
>
> On May 21, 2008, at 10:05 PM, Edward Wijaya wrote:
>
>> Hi,
>>
>> I tried to compute maximum likelihood under gamma distribution,
>> using nlm function. The code is this:
>>
>> __BEGIN__
>>
>> vsamples<- c(103.9, 88.5, 242.9, 206.6, 175.7, 164.4)
>>
>> mlogl <- function(alpha, x) {
>> if (length(alpha) > 1) stop("alpha must be scalar")
>> if (alpha <= 0) stop("alpha must be positive")
>> return(- sum(dgamma(x, shape = alpha, log = TRUE)))
>> }
>>
>> mlogl_out <- nlm(mlogl, mean(vsamples),vsamples=vsamples)
>> print(mlogl_out)
>>
>> __END__
>>
>> However, it gives the following error:
>>
>> Error in f(x, ...) :
>> unused argument(s) (vsamples = c(103.9, 88.5, 242.9, 206.6, 175.7,
>> 164.4))
>> Calls: nlm -> <Anonymous> -> f
>> Execution halted
>>
>>
>> What's wrong in my way of calling 'nlm" function?
>> Please advice.
>>
>> - Edward
>>
>
>
>
>
>
>



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