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2007 Oct 24
1
vectorized mle / optim
..., param["m"], sqrt(param["v"]/N), log = T) : argument "param" is missing, with no default" One could trust the error message and provide default values, but unfortunately, -------------------------------- example 2b ------------ 8< ---------------------- lik2b <- function(param=c(m=1, v=1), data) { N <- length(data) lik.mean <- dnorm(mean(data), param["m"], sqrt(param["v"]/N), log=T) lik.var <- dchisq(N*var(data)/param["v"], N-1, log=T) return(-lik.mean - lik.var) } ml.result <- mle(lik2b, start=list(p...