R-Users,
I'm in the process of developing some notes on optimizing likelihoods
for a class I'm teaching next term. Can anyone offer examples showing
the optimization of a complex likelihood function that they wouldn't
mind sharing using optim(). I've adapted some of the S-plus likelihood
examplesfrom the ``Guide to Statistics" and the Zip example from
``Statistical
Models in S". Any additional examples that people wouldn't mind sharing
would be greatly appreciated.
Cheers,
Calvin
--
==================== Calvin L. Williams, Ph.D. ===================
Department of Mathematical Sciences, Clemson University
Box 340975 , 0-323 Martin Hall
Clemson, South Carolina 29634-0975
VOICE: (864) 656-5241 or leave message (864) 654-7187
EMAIL: calvinw at ces.clemson.edu
FAX: 1-(864) 656-5230
WWW: http://www.ces.clemson.edu/~calvinw/
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On Sat, 29 Sep 2001, Calvin L. Williams, Ph.D. wrote:> R-Users, > > I'm in the process of developing some notes on optimizing likelihoods > for a class I'm teaching next term. Can anyone offer examples showing > the optimization of a complex likelihood function that they wouldn't > mind sharing using optim(). I've adapted some of the S-plus likelihood > examplesfrom the ``Guide to Statistics" and the Zip example from ``Statistical > Models in S". Any additional examples that people wouldn't mind sharing > would be greatly appreciated.Here are several public ones: fitdistr in the latest version of MASS. polr in MASS The examples in MASS/scripts/ch08.R (quite a few).> > Cheers, > Calvin > > -- > ==================== Calvin L. Williams, Ph.D. ===================> Department of Mathematical Sciences, Clemson University > Box 340975 , 0-323 Martin Hall > Clemson, South Carolina 29634-0975 > VOICE: (864) 656-5241 or leave message (864) 654-7187 > EMAIL: calvinw at ces.clemson.edu > FAX: 1-(864) 656-5230 > WWW: http://www.ces.clemson.edu/~calvinw/ > ===========================================================> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html > Send "info", "help", or "[un]subscribe" > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ >-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
You can take a look at the notes for my course in ecological models and data (we do a lot of likelihood fitting) at http://www.zoo.ufl.edu/bolker/emd; you're welcome to use any of the material, with attribution. Ben Bolker On Sat, 29 Sep 2001, Calvin L. Williams, Ph.D. wrote:> R-Users, > > I'm in the process of developing some notes on optimizing likelihoods > for a class I'm teaching next term. Can anyone offer examples showing > the optimization of a complex likelihood function that they wouldn't > mind sharing using optim(). I've adapted some of the S-plus likelihood > examplesfrom the ``Guide to Statistics" and the Zip example from ``Statistical > Models in S". Any additional examples that people wouldn't mind sharing > would be greatly appreciated. > > Cheers, > Calvin > >-- 318 Carr Hall bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._