Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast and
have
just started learning R. I was wondering if somebody could help me to see
where I am going wrong in my code for estimating the parameters [mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik<-function(theta, y){
mu1<-theta[1]
mu2<-theta[2]
lambda1<-theta[3]
p<-Matrix(c(1, 0), nrow=1, ncol=2)
Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q<-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik<-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik<-sum(loglik)
return(-sumloglik)
}
I have installed the Matrix package. y is a vector of 240 survival times. In
the R console I typed
> source("/private/var/automount/users/lhill07/Desktop/cox2.lik.R")
> optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method="BFGS")
Error: could not find function "y"
Error in expm(Q * y(i)) : error in evaluating the argument 'x' in
selecting
a method for function 'expm'
Error in log(p %*% expm(Q * y(i)) %*% q) :
error in evaluating the argument 'x' in selecting a method for
function
'log'
I'm sorry if I have missed something really obvious and I would appreciate
any help that is offered. Hopefully I have given enough information.
Many thanks in advance,
Laura
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast and
have
just started learning R. I was wondering if somebody could help me to see
where I am going wrong in my code for estimating the parameters [mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik<-function(theta, y){
mu1<-theta[1]
mu2<-theta[2]
lambda1<-theta[3]
p<-Matrix(c(1, 0), nrow=1, ncol=2)
Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q<-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik<-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik<-sum(loglik)
return(-sumloglik)
}
I have installed the Matrix package. y is a vector of 240 survival times. In
the R console I typed
> source("/private/var/automount/users/lhill07/Desktop/cox2.lik.R")
> optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method="BFGS")
Error: could not find function "y"
Error in expm(Q * y(i)) : error in evaluating the argument 'x' in
selecting
a method for function 'expm'
Error in log(p %*% expm(Q * y(i)) %*% q) :
error in evaluating the argument 'x' in selecting a method for
function
'log'
I'm sorry if I have missed something really obvious and I would appreciate
any help that is offered. Hopefully I have given enough information.
Many thanks in advance,
Laura
Hi There,
Perhaps the problem is the line
loglik<-log(p %*% expm(Q * y(i)) %*% q)
You mention that y is a vector but here you're treating it as a
function. Maybe try
loglik<-log(p %*% expm(Q * y[i]) %*% q)
?
Don't have a clue about the correctness of the contents of cox2.lik...
Andy
On 6 Mar 2007, at 08:54, Laura Hill wrote:
> Hi,
>
> My name is Laura. I'm a PhD student at Queen's University Belfast
> and have
> just started learning R. I was wondering if somebody could help me
> to see
> where I am going wrong in my code for estimating the parameters
> [mu1, mu2,
> lambda1] of a 2-phase Coxian Distribution.
>
> cox2.lik<-function(theta, y){
> mu1<-theta[1]
>
> mu2<-theta[2]
>
> lambda1<-theta[3]
>
> p<-Matrix(c(1, 0), nrow=1, ncol=2)
>
> Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
>
> q<-Matrix(c(mu1, mu2), nrow=2, ncol=1)
>
> for (i in 1:length(y)){
> loglik<-log(p %*% expm(Q * y(i)) %*% q)
> return(loglik)}
>
> sumloglik<-sum(loglik)
>
> return(-sumloglik)
> }
>
> I have installed the Matrix package. y is a vector of 240 survival
> times. In
> the R console I typed
>
>>
source("/private/var/automount/users/lhill07/Desktop/cox2.lik.R")
>
>> optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method="BFGS")
>
> Error: could not find function "y"
>
> Error in expm(Q * y(i)) : error in evaluating the argument 'x' in
> selecting
> a method for function 'expm'
>
> Error in log(p %*% expm(Q * y(i)) %*% q) :
> error in evaluating the argument 'x' in selecting a method for
> function
> 'log'
>
>
> I'm sorry if I have missed something really obvious and I would
> appreciate
> any help that is offered. Hopefully I have given enough information.
>
> Many thanks in advance,
>
> Laura
>
> ______________________________________________
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--
Andy Fugard, Postgraduate Research Student
Psychology (Room F15), The University of Edinburgh,
7 George Square, Edinburgh EH8 9JZ, UK
Mobile: +44 (0)78 123 87190 http://www.possibly.me.uk