Displaying 1 result from an estimated 1 matches for "likn_alpha".
2005 Nov 11
1
optim not giving correct minima
...) gives is clearly not correct. I can see that my
likelihood does in fact have a unique maximum. Any ideas why this might be?
The data given below was generated such that the true parameters should be
(0.3001, -1.8971). Here is an example piece of data and the function:
#function to maximize
likN_alpha <- function(params,N){
thetas <- exp(params)
k <- length(thetas)
N <- c(rep(0,(k-1)),N)
l <- length(N)
lik <- 0
for(i in (k):(l-1)){
lambda <- thetas%*%N[i:(i-k+1)]
lik <- -lambda + N[i+1]*log(lambda) + lik
}
ret...