Displaying 2 results from an estimated 2 matches for "logsigma".
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logsigma2
2005 Jan 10
1
mle() and with()
...e same negative
log-likelihood function to more than one set of data, using mle() from the
stats4 package.
Here's what I would have thought would work:
--------------
library(stats4)
## simulate values
r = rnorm(1000,mean=2)
## very basic neg. log likelihood function
mll <- function(mu,logsigma) {
-sum(dnorm(r,mean=mu,sd=exp(logsigma),log=TRUE))
}
mle(minuslogl=mll,start=list(mu=1,logsigma=0))
r2 = rnorm(1000,mean=3) ## second "data set"
with(list(r=r2),
mle(minuslogl=mll,start=list(mu=1,logsigma=0))
)
-------------
but this doesn't work -- it fits to the or...
2000 Feb 23
0
Thank you!
...)^2)/SSq
> if(n <= 20) {
> u <- log(n) - 3
> lambda <- 0.118898 + 0.133414 * u + 0.327907 * u^2
> logmu <- -0.37542 - 0.492145 * u - 1.124332 * u^2 -
> 0.199422 *
> u^3
> logsigma <- -3.15805 + 0.729399 * u + 3.01855 * u^2 +
> 1.558776
> *
> u^3
> }
> if(n > 20) {
> u <- log(n) - 5
> lambda <- 0.480385 + 0.318828 * u - 0.0241665 * u^3 +
> 0.0087...