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ll1
2008 Jan 27
2
Likelihood optimization numerically
Dear List,
I am not sure how should i optimize a log-likelihood numerically:
Here is a Text book example from Statistical Inference by George Casella, 2nd
Edition Casella and Berger, Roger L. Berger (2002, pp. 355, ex. 7.4 # 7.2.b):
data = x = c(20.0, 23.9, 20.9, 23.8, 25.0, 24.0, 21.7, 23.8, 22.8, 23.1, 23.1, 23.5, 23.0, 23.0)
n <- length(x)
# likelihood from a 2 parameter Gamma(alpha,
2007 Dec 02
1
speeding up likelihood computation
...r by any other method).
I am not providing details of my model or what exactly I am trying to do in each step of the computation below; i would be happy to provide these details if they are deemed necessary for re-working the code.
Thanks.
Deepankar
--------- begin code -----------------------
LLK1 <- function(paramets, data.frame, ...) { # DEFINING THE LOGLIKELIHOOD FUNCTION
# paramets IS A 1x27 VECTOR OF PARAMETERS OVER WHICH THE FUNCTION WILL BE MAXIMISED
# data.frame IS A DATA FRAME. THE DATA FRAME CONTAINS OBSERVATIONS ON SEVERAL VARIABLES
# (LIKE EDUCATION, AGE, ETC.) FOR EACH RESP...