Friends,
I wrote a log-likelihood fuction and optimized but the optim function
return a error. The program and the error are below.
Can you help me?
rm(list=ls(all=TRUE))
>
> duration<-read.table("C:/Documents and Settings/Savano/Meus
documentos/Savano/PUC/estudo/NYSE/durationadj.txt",header=T,sep="");
>
> x <- duration$ibm;
> psi <- array(NaN,c(length(x),1));
>
> logexp <- function(omega,alpha,bbeta){
+
+ (-sum(log(psi))+sum(x/psi)) #verossimilhan?a
+
+ psi[1] <- omega/(1-bbeta) #valor inicial de psi[1]
+
+ for(i in 2:length(x)) {
+ psi[i] <- omega+alpha*x+bbeta*psi[i-1] #calculo de psi
+ }
+ return(logexp)
+ }
>
>
>
> optim(c(0.1,0.2,0.3),logexp,method="BFGS")
Error in fn(par, ...) : Argument "bbeta" is missing, with no default
>
Friends,
I wrote a log-likelihood fuction and optimized but the optim function
return a error. The program and the error are below.
Can you help me?
rm(list=ls(all=TRUE))
>
> duration<-read.table("C:/Documents and Settings/Savano/Meus
documentos/Savano/PUC/estudo/NYSE/durationadj.txt",header=T,sep="");
>
> x <- duration$ibm;
> psi <- array(NaN,c(length(x),1));
>
> logexp <- function(omega,alpha,bbeta){
+
+ (-sum(log(psi))+sum(x/psi)) #verossimilhan?a
+
+ psi[1] <- omega/(1-bbeta) #valor inicial de psi[1]
+
+ for(i in 2:length(x)) {
+ psi[i] <- omega+alpha*x+bbeta*psi[i-1] #calculo de psi
+ }
+ return(logexp)
+ }
>
>
>
> optim(c(0.1,0.2,0.3),logexp,method="BFGS")
Error in fn(par, ...) : Argument "bbeta" is missing, with no default
>