Displaying 1 result from an estimated 1 matches for "calculateloglikelyhood".
2010 Jul 05
3
selection of optim parameters
...the
LogLikelyhood function using 5 free parameters.
As starting values I am using the result of the paper I am rebuiling.
The system.time of the calculation of the function is about 0.65 sec.
Since the free parameters should be within some boundaries I am using
the following command:
optim(fn=calculateLogLikelyhood, c(0.4, 2, 0.4, 80000, 0.8),
lower=c(0,0,0,0,0), upper=c(1, 5, Inf, Inf, 1), control=list(trace=1,
maxit=1000))
Unfortunately the result doesn't seem to be reasonable. 3 of the
optimized parameters are on the boundaries.
Unfortunately I don't have much experience using optimizatzion me...