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feliperiehs
2008 Oct 09
2
Help MLE
Dear,
I'm starting on R language. I would like some help to implement a MLE
function.
I wish to obtain the variables values (alpha12, w_g12, w_u12) that maximize
the function LL = Y*ln(alpha12 + g*w_g12 + u*w_u12).
Following the code:
rm(list=ls())
ls()
library(stats4)
Model = function(alpha12,w_g12,w_u12)
{
Y = 1
u = 0.5
g = -1
Y*log(alpha12 + g*w_g12 + u*w_u12)
}
res =
2008 Oct 15
1
MLE Constraints
Dears,
I'm trying to find the parameters (a,b, ... l) that optimize the function
(Model)
described below.
1) How can I set some constraints with MLE2 function? I want to set p1>0,
p2>0,
p3>0, p1>p3.
2) The code is giving the following warning.
Warning: optimization did not converge (code 1)
How can I solve this problem?
Can someone help me?
M <- 14
Y = c(0, 1, 0, 0, 0,