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lmax
2009 Aug 20
1
Understanding R code
...be passed to negloglik
fisher <- hessb(negloglik, par.ests, maxvalue=maxima);
varcov <- solve(fisher);
par.ses <- sqrt(diag(varcov));
out <- list(par.ests = par.ests, par.ses = par.ses, varcov = varcov,
converged =
#10/5/2007: passed additional 2nd parameter to -negloglik()
converged, llmax = -negloglik(par.ests,maxima));
#06/30/2008: the order of the names is incorrect; note that the parameter
vector theta
#(passed to the optimization function) has the order c(xi0, mu0, sigma0);
the order of
#the return parameters should be identical;
#hence we need to make the following correction...