Displaying 1 result from an estimated 1 matches for "ddoublepois".
2018 May 19
0
Lower bound and upper bound in maximum likelihood
...ood by double poisson density function from rmutil:
logl3 <- function(par) {
h.new <- vector()
a0 <- par[1]
a1 <- par[2]
b1 <- par[3]
g1 <- par[4]
for (i in 2:n) {
h.new[i] = a0 + a1 * nu[i-1] + b1 * h.new[i-1]
}
-sum(ddoublepois(nu, m=h.new[2:n], s=g1,log=TRUE))
}
nlminb(start = c(0.01,0.01,0.01,0.01), lower = 1e-3, upper = Inf,
logl3)$par
But there is error.
>Error in if (any(m <= 0)) stop("m must be positive") :
>missing value where TRUE/FALSE needed
So I further check the maximum likeliho...