Displaying 20 results from an estimated 63 matches for "maxlik".
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malik
2009 May 16
1
maxLik pakage
Hi all;
I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error in calling gradient function;
The maxLik function can't enter gradlik function (definition of gradient function); I guess my mi...
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi,
I'm using maxlik with functions specified (L, his gradient & hessian).
Now I would like determine some robust standard errors of my estimators.
So I 'm try to use vcovHC, or hccm or robcov for example
but in use one of them with my result of maxlik, I've a the following
error message :
Erreur da...
2020 Oct 08
0
[External] Re: unable to access index for repository...
...models the newer R would converge with not-so-nice gradients while R-3.0.3 would still do nicely (good gradient). I use numerical graduent of course. I wonder whether numerical gradient routine were revised at the time of transition from R-3.0.3 to newer. Not knowing how different your versions of maxLik are between, I will try as I said I would, that is, use new version of maxLik from old R and vice versa, and see what happens.
Sent from my iPhone
Beware: My autocorrect is crazy
> On Oct 9, 2020, at 4:28 AM, Arne Henningsen <arne.henningsen at gmail.com> wrote:
>
> ?Hi Steven
>...
2010 Sep 14
2
Can I monitor the iterative/convergence process while using Optim or MaxLik?
Hi R-helpers,
Is it possible that I have the estimates from each step/iteration shown on
the computer screen in order to monitor the process while I am using Optim
or MaxLik?
Thanks for your help.
Maomao
[[alternative HTML version deleted]]
2009 May 11
1
maxLik package
Hi all.
Recently i have been used maxlik package for optimizing a function with 5 parameters but i couldn't define gradient argument in function maxLik;
How i can define a command to receive my goal? Whether I can change the core of this package?
Thanks for your attention and reply
A. kheradmandi
[[alternative HTML versi...
2020 Oct 08
2
[External] Re: unable to access index for repository...
Hi Steven
Which optimisation algorithms in maxLik work better under R-3.0.3 than
under the current version of R?
/Arne
On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw> wrote:
>
> Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old...
2020 Oct 09
1
[External] Re: unable to access index for repository...
...really post *reproducible* code giving
evidence to your claim.
As was mentioned earlier, the difference may not be in R, but
rather in the versions of the (non-base R, but "extension") R
packages you use; and you were saying earlier you will check
that (using the old version of the 'maxLik' package with a newer
version of R and vice verso) and tell us about it.
Thank you in advance on being careful and rational about such
findings.
With regards,
Martin Maechler
ETH Zurich and R core team
> Not knowing how different your versions of maxLik are
> between, I will...
2010 Aug 28
1
maxNR in maxLik package never stops
Greetings,
I use maxNR function under maxLik package to find the REML estimates of the parameters of variance components in heteroskedastic linear regression models. I assume that in the model there is additive/multiplicative/mixed heteroskedasticity and I need estimate the respective parameters of additive/multiplicative/mixed variance compo...
2010 Oct 01
1
Place constrictions on parameters when using Optim and MaxLik
...of
the loglik function and cannot get around of the problem if an infinite
value occurs. Does anyone know how to restrict parameters with other
algorithms such as "BFGS" or "SANN" under the Optim function? Also can I
restrict parameters to be within a certain range when using MaxLik?
Thanks so much for your help.
Maomao
[[alternative HTML version deleted]]
2020 Oct 08
0
[External] Re: unable to access index for repository...
Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik, simply works better under R-3.0.3, for reason I do not understand?specifically the numerical gradients of the likelihood function are not evaluated as accurately in newer versions of R in my experience, which is why I continue to use R-3.0.3. Because I use this older version of R, naturally I need...
2008 Mar 07
0
Packages micEcon, sampleSelection, and maxLik
Dear R Users:
We have splitted up the micEcon package into three packages:
a) Package "maxLik" provides tools for maximum likelihood estimations
(see http://www.maxLik.org).
b) Package "sampleSelection" provides tools for estimating Heckman-type sample
selection/generalized tobit models (see http://www.sampleSelection.org).
c) Package "micEcon" contains the rema...
2008 Mar 07
0
Packages micEcon, sampleSelection, and maxLik
Dear R Users:
We have splitted up the micEcon package into three packages:
a) Package "maxLik" provides tools for maximum likelihood estimations
(see http://www.maxLik.org).
b) Package "sampleSelection" provides tools for estimating Heckman-type sample
selection/generalized tobit models (see http://www.sampleSelection.org).
c) Package "micEcon" contains the rema...
2011 Apr 10
0
maxLik package.
Dear Sir/ Madam,
I have some enquiry in R about maxLik package where, in this package we have the
usage
maxLik(logLik, grad, hess, start, method, iterlim, print.level) when I used
this with print.level equals to 3 I could have estimates of parameters at each
iteration but I do not know how can I call the information in the level. Is
there any wa...
2009 Mar 02
1
initial gradient and vmmin not finite
Dear Rhelpers
I have the problem with initial values, could you please tell me how to solve it?
Thank you
June
> p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2)))
Error in maxRoutine(fn = logLik, grad = grad, hess = hess, start = start, :
NA in the initial gradient
> p = summary(maxLik(fr,start=c(0,0,0,1,0,-25,-0.2),method="BFGS"))
Error in optim(start, func, gr = gradient, control = control, method = &qu...
2012 Dec 20
1
Problem with simulation
.... Sometimes for 100 iteration, my
program works but sometimes give error message regarding some "built-in
function" which I never used
in my code. I have no idea about the problem. Any suggestion, comments or
idea regarding this would be highly appreciable. Thanks.
I have used ---- "maxLik()" and "BBsolve()" in my code. Error message shows
regarding "optim()".
Best regards.
--
Rajibul Mian
Grad Student, Maths & STATS,
UWindsor, Canada.
https://sites.google.com/site/rajibulmian/
[[alternative HTML version deleted]]
2011 Apr 08
1
Estimates at each iteration
...-step and M-step"and in this case I need to
maximize the expected of like lihood function " which I get from E- step" and
take those estimates of parameter to update the E-step and repate these till
convargence has been met. So I need to know if I control the number of iterlim
in maxLik or optim Package by puting this number equals to one to maximize
M-step and getting just the estimates of parameter for one iteration and hence
use them to update the E-step and again maximaize M-step by using maxLik or
optim by contoling the number of limiter and putting the number equals to 1...
2009 Apr 03
2
Geometric Brownian Motion Process with Jumps
Hi,
I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then added this into my log-likelihood equation, know I am getting a message:
NA in the initial gradient
My codes is hear
#
n<...
2004 Jan 20
0
nlminb function
Hello,
I've got a program written in S-plus which I think is converted successfully to R with the exception of part of the opt.param function written.
In S-plus it is:
nlminb(start=x0, obj=negllgamma.f, scale=1, lower=c(0.01,0.0001),
upper=c(10,0.9999), gamma=gamma, maxlik=maxlik,
y=ldose, s=lse, max.iter = 1000, max.fcal = 1000)$par
and so far with R I've got to:
optim(par=x0, fn=negllgamma.f, method="L-BFGS-B", lower=c(0.01,0.0001),
upper=c(10,0.9999), gamma=gamma, maxlik=maxlik,
y=ldose, s=lse, control=list(maxit = 1000))$par
howeve...
2009 Apr 10
1
Re MLE Issues
...am[2]
+ lamda<-param[3]
+ nu<-param[4]
+ gama<-param[5]
+ logLikVal<- - n*lamda - .5*n*log(2*pi) + sum((for(i in 1:n)(log(sum(for(j
in 1:10)(((lamda^j/factorial(j))*(1/((sigma^2+j*gama^2)^.5)*exp( -
(combinedlrph1-mu-j*nu)^2/2*(sigma^2+j*gama^2))))))))))
+ logLikVal
+ }
> rescbj<- maxLik(gbmploglik, grad = NULL, hess = NULL, start=c( 1, 1, 1, 1,
1), method = "Newton-Raphson")
Error in c(1, 1, 1, 1, 1) : unused argument(s) (1, 1, 1)
then below in the maxLik it is not seem to be taking my other starting value
and I am not sure why? If anyone can help me that would be grea...
2011 Feb 17
1
Urgent Request
Dear Colleagues,
Hope you will be fine. I am student of Ph.D and doing some work on distribution.
I developed a new distribution and having some problems in estimating their
parameters by MLE. I used R-program and used "maxLik" function (maxLik: A
Package for Maximum Likelihood Estimation in R) But there is some problem, it is
not estimated the parameters properly. I also write an e-mail to the author of
this paper but he could not solve my problem. His function works well for simple
and known distribution but d...