Displaying 3 results from an estimated 3 matches for "lglik".
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loglik
2007 Apr 18
3
Problems in programming a simple likelihood
As part of carrying out a complicated maximum likelihood estimation, I
am trying to learn to program likelihoods in R. I started with a simple
probit model but am unable to get the code to work. Any help or
suggestions are most welcome. I give my code below:
************************************
mlogl <- function(mu, y, X) {
n <- nrow(X)
zeta <- X%*%mu
llik <- 0
for (i in 1:n) {
if
2007 May 24
3
Problem with numerical integration and optimization with BFGS
...viding the code that I use. Any help will be greatly
appreciated.
Deepankar
************ CODE START *******************
#############################
# COMPUTING THE LOGLIKELIHOOD
# USING NUMERICAL INTEGRALS
#############################
LLK <- function(alpha, y) {
n <- length(y)
lglik <- numeric(n) # TO BE SUMMED LATER TO GET THE LOGLIKELIHOOD
lambda <- numeric(n-1) # GENERATING *lstar*
for (i in 1:(n-1)) { # TO USE IN THE
lambda[i] <- y[i+1]/y[i] # RE-PARAMETRIZATION BELOW
}
lstar <- (min(lambda)-0.0...
2007 Dec 02
1
speeding up likelihood computation
...a[10])/(1+exp(zeta[7])+exp(zeta[8])+exp(zeta[9])+exp(zeta[10]))
zeta1 <- c(qq21,qq31,qq32,qq41,qq42,qq43,qq51,qq52,qq53,qq54,qq61,qq62,qq63,qq64,qq65)
#########################################################################
n <- length(N) # LENGTH OF SAMPLE; SIZE OF THE MAIN LOOP
lglik <- numeric(n) # INITIALIZING THE LOGLIKELIHOOD FUNCTION
# CREATES A 1xn VECTOR OF ZEROS
for (j in 1:n) { # START OF MAIN LOOP
S <- matrix(0, 6, 6) # CREATE A 6x6 MATRIX OF ZEROS
y <- numeric(15) # CREATE A 1x15 VECTOR OF ZEROS
N1 <-...