You wrote MAXIMIZE this function, why not using the maximize option of
constrOptim?
If you read the help file, you will find that if you set the control fnscale
to a negative value, maximisation
is performed.
constrOptim(c(1,1),neg_loglik, grad=NULL, ui=rbind(c(1,0),c(0,1)),
ci=c(0,0),control=li
I'm an Italian student looking for help.
How can I maximize this function?
neg_loglik<-function(param){
a<-param[1]
b <-param[2]
-(log(pr)-(a*s2)-(b*s)+n*log(2*a)-n*log(1-(b/sqrt(a))*exp((b^2)/(4*a))*(sqrt
(pi))*(1-pnorm(b/(2*sqrt(a)), mean=0, sd=1))*1))
}
Con
> pr
Hi Daniela,
Will the "optim" function with the method "L-BFGS-B" work for you?
Look for the "lower" argument in the function.
Ritwik
On Fri, Jul 25, 2008 at 9:07 AM, Daniela Garavaglia
<[EMAIL PROTECTED]> wrote:
>
> I'm looking for a R function which can maximise this logliklihood function,
> un
Daniela Garavaglia virgilio.it> writes:
>
> I'm looking for a R function which can maximise this logliklihood function,
> under the constraits a>0 e b>0
>
> f<-function(param){
>
> a<-param[1]
>
> b <-param[2]
>
> log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(
I'm looking for a R function which can maximise this logliklihood function,
under the constraits a>0 e b>0
f<-function(param){
a<-param[1]
b <-param[2]
log(prod)-(a*s2)-(b*s)-n*log(1-((0.5*b/sqrt(a))*(exp((b^2)/(4*a)))*((sqrt(pi
))*(1-pnorm(-b/(2*sqrt(a)), mean=0, sd=1)}
I've tri
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