PS there is a better option still. Replace log(prod(dcauchy(x,mu,s)))
with sum(dcauchy(x,mu,s, log = TRUE)) For huge samples this will me milliseconds faster... Bill Venables CSIRO/CMIS Cleveland Laboratories -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of bill.venab...@csiro.au Sent: Friday, 12 March 2010 4:23 PM To: yh...@illinois.edu; r-help@r-project.org Subject: [ExternalEmail] Re: [R] Question regarding to maxNR Your problem is numerical. Try replacing log(prod(dcauchy(x,mu,s))) by sum(log(dcauchy(x,mu,s))) and see the difference. Here's what I get: > mu <- 2 > s <- 1 > n <- 300 > library(maxLik) > set.seed(1004) > x <- rcauchy(n,mu,s) > loglik <- function(mu) { + sum(log(dcauchy(x,mu,s))) + } > maxNR(loglik,start=median(x))$estimate [1] 2.075059 which looks about right to me. Bill Venables CSIRO/CMIS Cleveland Laboratories -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of kate Sent: Friday, 12 March 2010 3:21 PM To: r-help@r-project.org Subject: [R] Question regarding to maxNR Hi R-users, Recently, I use maxNR function to find maximizer. I have error appears as follows Error in maxNRCompute(fn = fn, grad = grad, hess = hess, start = start, : NA in the initial gradient My code is mu=2 s=1 n=300 library(maxLik) set.seed(1004) x<-rcauchy(n,mu,s) loglik<-function(mu) { log(prod(dcauchy(x,mu,s))) } maxNR(loglik,start=median(x))$estimate Does anyone know how to solve this problem? Thanks, Kate [[alternative HTML version deleted]] ______________________________________________ R-help@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@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@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.
