search for: fthg

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2010 Dec 16
1
Optim function with meta parameters
....csv("c:/csv/sa0910.csv",header=T,sep=",") est<-c() poisson.lik<-function(theta,x){ lambda<-theta[1] mu<-theta[2] n<-length(data[,1]) logl<-sum(x[,1])*log(lambda)-n*lambda+sum(x[,2])*log(mu)-n*mu return(-logl) } for(i in 1:10){ data<-data.frame(subset(sa0910$FTHG,sa0910$Team1==levels(sa0910$Team1)[i]),subset(sa0910$FTAG,sa0910$Team2==levels(sa0910$Team2)[i])) est[i]<-optim(c(1,1),p.lik,x=data,method="BFGS",hessian=T) } Now I should be able to do the task, defining lambda=alfa(i)*beta(j)*gamma and mu=alfa(j)*beta(i) where i indicates team1 and...