search for: likehood

...me method? 2) I have fond function StructTS in stats package. I dont understand, how exactly, are you computing(what method are you using) fitted values which are the output of this function( $fitted ) . In description od this function is that it fit a structural model for a time series by maximum likehood. Does it means, that the fitted values are fit by maximum likehood? If so how does look the likehood function? 3)Finaly, I dont understand smooting problem. What I know is that, if I have t observations of some time serie, I can use function KalmanRun to get estimates of state vector. And if I g...

Dear R - users/Helpers I am dealing with bivariate Normal data with missing values. Further I am trying to implement Expectation-Maximization (EM) algorithm to resolve the missing data problem. Now one of the requirements is use the Log likehood function i.e -2Log so as to find a reliable convergence.... My question is there any R built function for the same or do i have to use the packages contributed by other R Developers. Regards Kunal

Hi, I am running a Cox Mixed Effects Hazard model using the library coxme. I am trying to model time to onset (age_sym1) of thought problems (e.g. hearing voices) (sym1). As I have siblings in my dataset, I have decided to account for this by including a random effect for family (famid). My covariate of interest is Mother's diagnosis where a 0 is bipolar, 1 is control, and 2 is major

...lt;/DIV><DIV>&nbsp;</DIV><DIV>I am trying to use "nlm" function to maximize a mixture likelihood of beta densities. There are five unknown parameters in the likelihood. Since I can get the analytic gradient, I attach the "gradient" attribute in my target likehood function. The code is as the following </DIV><DIV>&nbsp;</DIV><DIV>&nbsp;target &lt;- function(x)</DIV><DIV>&nbsp;{ resp &lt;- ....</DIV><DIV>&nbsp;&nbsp; grad &lt;- rep(0,5) ## I have 5 paramters</DIV><DIV>...

Hi ! This is Madhavi from Mumbai, India. Incidently this is my first post. I am working on Credit Scoring Model and using R, I have run the logistic regression. I have received following Output. I have two questions (a) What is the significance of "family = binomial(link = logit)". Why do I have to mention Binomial? Is it because my dependent variable assumes only two values 0 and 1?

R-help, I'm trying to estimate some parameters using the Maximum Likehood method. The model describes fish growth using a sigmoidal-type of curve: fn_w <- function(params) { Winf <- params[1] k <- params[2] t0 <- params[3] b <- params[4] sigma <- params[5] what <- Winf * (1-exp...

Hi May you help me correct my loop function. I want optim to estimates al_j; au_j; sigma_j; b_j by looking at 0 to 20, 21 to 40, 41 to 60 data points. The final result should have 4 columns of each of the estimates AND 4 rows of each of 0 to 20, 21 to 40, 41 to 60. ###MY code is n=20 runs=4 out=matrix(0,nrow=runs) llik = function(x) { al_j=x[1]; au_j=x[2]; sigma_j=x[3]; b_j=x[4]

Hi, I'm using maxlik with functions specified (L, his gradient & hessian). Now I would like determine some robust standard errors of my estimators. So I 'm try to use vcovHC, or hccm or robcov for example but in use one of them with my result of maxlik, I've a the following error message : Erreur dans terms.default(object) : no terms component Is there some attributes

I am new to using R and would appreciate some advice on which books to start with to get up to speed on using R. My Background: 1-C# programmer. 2-Programmed directly using IMSL (Now Visual Numerics). 3- Used in past SPSS and Statistica. I put together a list but would like to pick the "best of" and avoid redundancy. Any suggestions on these books would be helpful (i.e. too much