I am trying to draw the following function Ln and find the value u that
maximizes Ln.
> L<-length(Y)
> sigmasquare<-function(u){
upowers<-rep(1,(L-1))
for(i in 2:(L-1)){upowers[i]<-u*upowers[i-1]}
0.1/(1-u)+0.5*sum((Y[(L-1):1])^2*upowers[1:(L-1)])
}> Ln<-function(u){
absY <- abs(Y)
for (k in 1:L) {sun <- -0.5*log(sigmasquare(u)) -
absY/sqrt(sigmasquare(u))}
sum(sun)}
Here, Y is a vector with the length L.
To draw the function Ln I tried the following.
> f_seq(0.0, 1.0, 0.01)
> plot(f, Ln(f), type="l", xlab=expression(u),
ylab=expression(Ln(u)))
However, R gave me the following message.
Error in xy.coords(x, y, xlabel, ylabel, log) :
x and y lengths differ
How can I draw function Ln and find the value u that
maximizes Ln numerically?
I will appreciate it very much if you can help me.
Thank you.
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