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loglike
2009 Jul 01
2
Difficulty in calculating MLE through NLM
...ort("C:\\ctf.xpt")
print(mydata)
I am trying to maximize logL in order to find Maximum Likelihood Estimate (MLE) of 5 parameters (alpha1, beta1, alpha2, beta2, p) using NLM function in R as follows.
# Defining Log likelihood - In the function it is noted as logL
> library(stats)
> loglike1<- function(x)
+ {
+ alpha1<-x[1]
+ beta1<-x[2]
+ alpha2<-x[3]
+ beta2<-x[4]
+ p<-x[5]
+ n<- mydata[3]
+ e<-mydata[4]
+ f1<- ((1+beta1/e)^(-n))*((1+e/beta1)^(-alpha1))*gamma(alpha1+n)/(gamma(n+1)*gamma(alpha1))
+ f2<- ((1+beta2/e)^(-n))*((1+e/beta2)^(-alpha2))*gamma(alp...