Displaying 2 results from an estimated 2 matches for "coxian".
2007 Mar 06
2
Estimating parameters of 2 phase Coxian using optim
Hi,
My name is Laura. I'm a PhD student at Queen's University Belfast and have
just started learning R. I was wondering if somebody could help me to see
where I am going wrong in my code for estimating the parameters [mu1, mu2,
lambda1] of a 2-phase Coxian Distribution.
cox2.lik<-function(theta, y){
mu1<-theta[1]
mu2<-theta[2]
lambda1<-theta[3]
p<-Matrix(c(1, 0), nrow=1, ncol=2)
Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q<-Matrix(c(mu1, mu2), nrow=2, ncol=1...
2007 Mar 13
0
multiplying matrix by vector of times
...t;>>> and have
>>>>> just started learning R. I was wondering if somebody could help me
>>>>> to see
>>>>> where I am going wrong in my code for estimating the parameters
>>>>> [mu1, mu2,
>>>>> lambda1] of a 2-phase Coxian Distribution.
>>>>>
>>>>> cox2.lik<-function(theta, y){
>>>>> mu1<-theta[1]
>>>>>
>>>>> mu2<-theta[2]
>>>>>
>>>>> lambda1<-theta[3]
>>>>>
>>>&...