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maxlog
2008 May 23
0
Est. Component Size with AIC/BIC under Gamma Distribution
...ference > error) {
mlogl_out <- nlm(mlogl, mean(smpl), theta_func=thetacurrent, samp=smpl)
theta <- mlogl_out$estimate
thetalast <- thetacurrent
thetacurrent <- theta
difference <- abs(thetalast - thetacurrent)
# E-STEP
new_maxlogl <- nlm(mlogl, mean(smpl), theta_func=theta, samp=smpl)
# M-STEP
if (new_maxlogl$minimum > best) {
best <- new_maxlogl$minimum
}
}
best
}
# main program
# my samples
vsamples<- c(14.7, 18.8, 14, 15.9, 9.7, 12.8)
# initialize
start_ <-...