[R] empirical maximum likelihood estimation

From: Dominik Heinzmann <dominik.heinzmann_at_math.unizh.ch>
Date: Thu 19 Jan 2006 - 23:01:16 EST

Dear R-users


Given the following system of ordinary differential euqations

dM/dt = (-n)*M-h*M
dS/dt = n*M-h*S+u*R
dA/dt = h*S-q*A
dI/dt = q*A-p*I
dJ/dt = h*M-v*J

where M,S,A,I,J,R are state variables and n,h,u,q,p,v parameters.

I'm able to calculate the likelihood value based on the solutions M,S,A,I,J,R of the ODE's given the data, but without an explicit formula.

How can I now optimize the loglikelihood with respect to the parameter n,h,u,q,p,v? Is there any functions available in R for dealing with such empirical likelihood problems?

Thanks a lot for your support.

Dominik Heinzmann
Master of Science in Mathematics, EPFL
Ph.D. student in Biostatistics
Institute of Mathematics
University of Zurich

Winterthurerstrasse 190
CH-8057 Zürich
Office: Y36L90

E-Mail  : dominik.heinzmann@math.unizh.ch
Phone   : +41-(0)44-635 5858
Fax     : +41-(0)1-63 55705
Homepage: http://www.math.unizh.ch/user/heinzmann

R-help@stat.math.ethz.ch mailing list
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Received on Thu Jan 19 23:16:44 2006

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:42:06 EST