Re: [R] try to find the MLE of a function

From: Moshe Olshansky <m_olshansky_at_yahoo.com>
Date: Wed, 18 Jun 2008 22:57:57 -0700 (PDT)


Hi,

mle caused me some confusion too.

Anyway, first of all, your x should not contain 0, so make it, let say, (1:10)/10. Secondly, f should not be the density, but -log(density), so in your case it should be f <-function(theta) -sum(log(theta) + (theta-1)*log(x))

and finally you must specify a start value, i.e. your call should be mle(f,start=list(thetha=1))

> From: Manli Yan <manliyanrhelp_at_gmail.com>
> Subject: [R] try to find the MLE of a function
> To: "r-help@r-project.org" <r-help@r-project.org>
> Received: Thursday, 19 June, 2008, 1:49 PM
> Hi everyone:
> I have a density function
> f(x|theta)=theta*x^(theta-1),where
> 0<x<1,0<theta<infinite
>
> I want to pratice on R to find the MLE of this
> function,here is my code:
> x <- (0:10)/10
> f<-function(theta) prod(theta*x^(theta-1))
> mle(f)
> and r gave me :Error in eval(expr, envir, enclos) :
> argument is missing,
> with no default
>
> what mistake I just made?and how to add a constraint of
> theta>0 in my
> function.
>
> Great thanks for your time~
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> 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 Thu 19 Jun 2008 - 07:01:18 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 Thu 19 Jun 2008 - 09:31:03 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