Try reparameterize the function. Replace c1 and c2 by functions such they
return values in the range you want. Hints: use ln(c) instead of c for
returning a positive number; to obtain a range like [a, b], you can use a
4-parameter logistic function,... OK, it's not easy in the present case, but
it is a way to get around your problem.
Best regards,
Philippe Grosjean
...........]<(({?<...............<?}))><...............................
) ) ) ) ) __ __
( ( ( ( ( |__) | _
) ) ) ) ) | hilippe |__)rosjean
( ( ( ( ( Marine Biol. Lab., ULB, Belgium
) ) ) ) ) __
( ( ( ( ( |\ /| |__)
) ) ) ) ) | \/ |ariculture & |__)iostatistics
( ( ( ( (
) ) ) ) ) e-mail: phgrosje at ulb.ac.be or phgrosjean at sciviews.org
( ( ( ( ( SciViews project coordinator (http://www.sciviews.org)
) ) ) ) ) tel: 00-32-2-650.29.70 (lab), 00-32-2-673.31.33 (home)
( ( ( ( (
) ) ) ) ) "I'm 100% confident that p is between 0 and 1"
( ( ( ( ( L. Gonick & W. Smith (1993)
) ) ) ) )
......................................................................
>Dear R and S users,
>I've been working on fitting finite mixture of negative exponential
>distributions using maximum likelihood based on the example given in MASS.
>So far I had much success in fitting two components. The problem started
>when I tried to extend the procedure to fit three components.
>More specifically,
>likelihood = sum( ln(c1*exp(-x/lambda1)/lambda1 +
>c2*exp(-x/lambda2)/lambda2 + (1-c1-c2)*exp(-x/lambda3)/lambda3) )
>I've used optimizers such as ms and nlminb (SPLUS 5.0 for UNIX), and
>provided parameters constrains (0 <= c1, c2 <= 1) to nlminb via lower
and
>upper. But these constrains provide no protection for (1-c1-c2) being
>between interval [0,1], which resulted in generating NAs in the likelihood
>function during iteration.
>I've been looking at various documentations, but didn't see anywhere
>mentioning setting linear constrain, in this case, c1 + c2 <= 1.
>Any suggestion and pointers will be greatly apprepciated.
>Kevin Xie
>Research Student
>Cavendish School of Computer Science
>University of Westminster
>London, UK
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