nataraj at orchidpharma.com
2012-May-28 11:21 UTC
[R] Estimation of parameters represented in matrix using MLE package
Dear R-list members,
I have a problem of estimation of parameters represented in a covariance matrix
using maximum likelihood function. The problem is essentially a multivariate
Gaussian random field model. The maximum likelihood function is
L(m, *S2 , *N2 ; F1) = 1/ (2***** sqrt(det(*** X
exp{-1/2(F1- **)' **** *F1-**)
The covariance matrix represented in the formula is ** and the covariance
matrix has the elements with variables like *S2 , *N2 and it is my intention to
maximize the variables in the matrix using the MLE package in R.
In this regard my concerns are, whether the MLE package is able to accept the
matrix contains the variables for optimization and if it does so then how to
represent the matrix or any other data structure with non-numeric character as
variables in it in order to use it for MLE function.
Any help in this sort will be highly appreciated.
Thanks and regards,
B.Nataraj
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