Re: [R] problem with MLE estimation using Kalman filter

2013-10-16 Thread Curtis Burkhalter
Thanks Duncan and Ingmar, everything is all good now. Best On Wed, Oct 16, 2013 at 3:12 PM, Duncan Murdoch wrote: > On 16/10/2013 2:57 PM, Curtis Burkhalter wrote: > >> Thanks, that always gets me for some reason. Now when I run it though I >> get an error message at the very end that states "

Re: [R] problem with MLE estimation using Kalman filter

2013-10-16 Thread Duncan Murdoch
On 16/10/2013 2:57 PM, Curtis Burkhalter wrote: Thanks, that always gets me for some reason. Now when I run it though I get an error message at the very end that states "could not find function "M.n". I don't understand why I'm getting this message b/c there is no where that calls a function nam

Re: [R] problem with MLE estimation using Kalman filter

2013-10-16 Thread Curtis Burkhalter
Thanks, that always gets me for some reason. Now when I run it though I get an error message at the very end that states "could not find function "M.n". I don't understand why I'm getting this message b/c there is no where that calls a function named "M.n" and I don't define a function with that n

Re: [R] problem with MLE estimation using Kalman filter

2013-10-16 Thread Ingmar Visser
On Wed, Oct 16, 2013 at 8:30 PM, Curtis Burkhalter wrote: > I try to use the mle2 function written for R. The error message states > that the argument "minuslog1" is missing with no default, but I've The argument is minuslogl Note: l instead of 1 hth, Ingmar _

[R] problem with MLE estimation using Kalman filter

2013-10-16 Thread Curtis Burkhalter
Hello, I've recently run into a problem when trying to do some MLE parameter estimation in R using a non-linear Kalman filter. I've written some of the functions myself and everything seems to be working fine until the end when I try to use the mle2 function written for R. The error message stat

Re: [R] Problem with MLE

2011-05-17 Thread Bazman76
sorry I solved it, was a typo on my part!! -- View this message in context: http://r.789695.n4.nabble.com/Problem-with-MLE-tp3529445p3529597.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat

[R] Problem with MLE

2011-05-17 Thread Bazman76
Hi there, I am trying to run the following code: > dcOU<-function(x,t,x0,theta,log=FALSE){ + Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) + Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) + dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) + } > OU.lik<-function(theta1,theta2,theta3){ + n<