Hello,
I am going to estimate the parameter of the count model: pr(N=n)=
integration{B(x, alpha)-C(x,alpha)} by maximum likelihood estimation.?
n<-c(0,1,2,3) ? and ? F<- (0,3,4,5) are the vectors of values and observed
frequency respectively. The function C(x,alpha) is not defined for n=0, but
suppose C(x,alpha)=1 when n=0. ?When I want to insert this exception in the
following loop, I don't receive reasonable estimate.
pari (alpha){
nloglik<- function(alpha){
B<-function(x,k){........}
C<-function(x,k){........}
A<-function(x){
s<-rep(0,length(x))
s<-s+ C(x,k)?
s<- s+B(x,k)?
}
s
}
d<-0
for (n in seq(along=F)){
?lik<-integrate(A,0,1)$value
d<- d - F[n]*log(lik)}}
d?}
F<-??(0,3,4,5)
n<-length(F)
mle (nloglik, start=list(alpha=alpha)
} ? ??
This program gives the answer when n= 1,2,3. But for n=0 I get error, I have to
consider the exception :?C(x,alpha)=1. ?
Does anybody know where I need to put the exception in the program? ( For
'if' loops, I don't get reasonable results)?
I would appreciate any help
Best Regards,??
?? ?