search for: maxlik

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...

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...

...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 &gt...

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]]

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...

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...

...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...

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...

...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]]

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...

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...

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...

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...

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...

.... 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]]

...-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...

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<...

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...

...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...

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...