Dear R helpers,
I have problems to properly define a Likelihood function. Thanks to your
help my basic model is running quite well, but I have problems to get the
enhanced version (now incorporating covariates) running.
Within my likelihood function I define a variable 'alpha'. When I want to
optimize the function I get the error message:
'Error in fn(ginv(par), ...) : object 'alpha' not found'
I think it's actually not a problem with the optimization function (nmkb),
but with the Likelihood function itself. I do not understand why 'alpha' is
a missing object. 'alpha' should be part of the dataframe 'data' (as 'beta'
should be too), like 'x', 'tx', ''T. But it obviously isn't.
Here's a minimum example which reproduces my problem:
##################################################################
library(plyr)
library(dfoptim)
### Sample data ###
x <- c(3, 0, 2, 5, 1, 0, 0, 1, 0, 2)
tx <- c(24.57, 0.00, 26.86, 34.57, 2.14, 0.00, 0.00, 8.57, 0.00, 14.29)
T <- c(33.29, 30.71, 31.29, 34.57, 36.00, 35.43, 31.14, 33.86, 35.71, 35.86)
IS <- c(54.97, 13.97, 122.33, 110.84, 30.72, 14.96, 30.72, 20.74, 29.16,
83.00)
data <- data.frame(x=x, tx=tx, T=T)
rm(x, tx, T)
### Likelihood function ###
Likelihood_cov <- function(params, x, tx, T, IS) {
r <- params[1]
alpha_zero <- params[2]
s <- params[3]
beta_zero <- params[4]
gamma_1 <- params[5]
gamma_2 <- params[6]
data$alpha <- alpha_zero*exp(-gamma_1*IS)
data$beta <- beta_zero*exp(-gamma_2*IS)
f <- function(x, tx, T, alpha, beta)
{
g <- function(y)
(y + alpha)^(-( r + x))*(y + beta)^(-(s + 1))
integrate(g, tx, T)$value
}
integral <- mdply(data, f)
L <-
exp(lgamma(r+x)-lgamma(r)+r*(log(alpha)-log(alpha+T))-x*log(alpha+T)+s*(log(beta)-log(beta+T)))+exp(lgamma(r+x)-lgamma(r)+r*log(alpha)+log(s)+s*log(beta)+log(integral$V1))
f <- -sum(log(L))
return (f)
}
### ML optimization ###
params <- c(0.2, 5, 0.2, 5, -0.02, -0.02)
fit <- nmkb(par=params, fn=Likelihood_cov, lower=c(0.0001, 0.0001, 0.0001,
0.0001, -Inf, -Inf), upper=c(Inf, Inf, Inf, Inf, Inf, Inf), x=data$x,
tx=data$tx, T=data$T, IS=IS)
##################################################################
Maybe you could give me a hint were the flaw in my code is. Many thanks in
advance.
Carlos
-----------------------------------------------------------------
Carlos Nasher
Buchenstr. 12
22299 Hamburg
tel: +49 (0)40 67952962
mobil: +49 (0)175 9386725
mail: carlos.nas...@gmail.com
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