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2008 Oct 15
1
MLE Constraints
...= exp(-(b h*x1 e*x2 k*x3)) p3 = exp(-(c i*x1 f*x2 l*x3)) ### Set P t5 = 0 while(t5<M) { t5 = t5 1 if(states[t5]==1) {prob_ok = p1[1]} if(states[t5]==2) {prob_ok = p2[1]} if(states[t5]==3) {prob_ok = p3[1]} prob_fn[t5] = c(prob_ok) } prob_fn[prob_fn==0] = 0.0000000000001 ### LL ll_calc = -(sum(Y*log(prob_fn))) return(ll_calc) } res = mle2(Model, start=list(a=1, b=1, c=1, d=0.15, e=0.15, f=0.15, g=0.9, h=0.9, i=0.9, j=0.1, k=0.1, l=0.1), method = "Nelder- Mead") res Best regards, LFRC -- View this message in context: http://www.nabble.com/MLE-Constraints-tp19994553p1...