Displaying 5 results from an estimated 5 matches for "au_j".
2011 Jul 03
3
Hint improve my code
...eveloped the code below. I am worried that the parameters I want to
be estimated are "not being found" when I ran my code. Is there a way I can
code them so that R recognize that they should be estimated.
This is the error I am getting.
> out1=optim(llik,par=start.par)
Error in pnorm(au_j, mean = b_j * R_m, sd = sigma_j) :
object 'au_j' not found
#Yet al_j,au_j,sigma_j and b_j are just estimates that balance the
likelihood function?
llik=function(R_j,R_m)
if(R_j< 0)
{
sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+al_j-b_j*R_m))^2]
}else if(R_j>0)
{
sum[log...
2011 Jul 04
3
loop in optim
Hi
May you help me correct my loop function.
I want optim to estimates al_j; au_j; sigma_j; b_j by looking at 0 to 20,
21 to 40, 41 to 60 data points.
The final result should have 4 columns of each of the estimates AND 4 rows
of each of 0 to 20, 21 to 40, 41 to 60.
###MY code is
n=20
runs=4
out=matrix(0,nrow=runs)
llik = function(x)
{
al_j=x[1]; au_j=x[2]; sigma_j=...
2011 Jul 23
1
Extend my code to run several data at once.
...n it 200 times manually. May you help me adjust it to
accomodate several rows of R_j and print the 200 results.
***Please do not get intimidated by the maths in the code.***
my code
######
afull=read.table("D:/hope.txt",header=T)
library(optimx)
llik = function(x)
{
al_j=x[1]; au_j=x[2]; sigma_j=x[3]; b_j=x[4]
sum(na.rm=T,
ifelse(a$R_j< 0, log(1 / ( sqrt(2*pi) * sigma_j) )-
(1/( 2*sigma_j^2 ) ) * (
(a$R_j+al_j-b_j*a$R_m)^2 ) ,
ifelse(a$R_j>0 , log(1 / ( sqrt(2*pi) * sigma_j) )-
(1/( 2*sigma_j...
2011 Jul 06
1
Group Data indexed by n Variables
...Y"), "%m")
MonthDayCombs = paste(Months, Days)
AvgDemand = data.matrix(by(Data$RescaledDemand, DayMonthCombs, mean))
On 4 July 2011 10:34, EdBo <n.bowora@gmail.com> wrote:
> Hi
>
> May you help me correct my loop function.
>
> I want optim to estimates al_j; au_j; sigma_j; b_j by looking at 0 to 20,
> 21 to 40, 41 to 60 data points.
>
> The final result should have 4 columns of each of the estimates AND 4 rows
> of each of 0 to 20, 21 to 40, 41 to 60.
>
> ###MY code is
>
> n=20
> runs=4
> out=matrix(0,nrow=runs)
>
> llik...
2011 Jul 01
2
Help fix last line of my optimization code
...f the args list of 'min' being evaluated was:
(interval)####
My data and my code looks like below.
R_j R_m
0.002 0.026567296
0.01 0.003194435
. .
. .
. .
. .
0.0006 0.010281122
a=read.table("D:/ff.txt",header=T)
attach(a)
llik=function(R_j,R_m)
#The parameters al_j, au_j, b_j ,
and sigma_j need to be estimated and there are no initial estimates to
them.
if(R_j< 0)
{
LF=sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+al_j-b_j*R_m))^2]
}else if(R_j>0)
{
LF=sum[log(1/(2*pi*(sigma_j^2)))-(1/(2*(sigma_j^2))*(R_j+au_j-b_j*R_m))^2]
}else
{
LF=sum[(log(pnorm...