Displaying 1 result from an estimated 1 matches for "omegaxy".
2007 Jul 02
2
how to use mle with a defined function
Hi all,
I am trying to use mle() to find a self-defined function. Here is my
function:
test <- function(a=0.1, b=0.1, c=0.001, e=0.2){
# omega is the known covariance matrix, Y is the response vector, X is the
explanatory matrix
odet = unlist(determinant(omega))[1]
# do cholesky decomposition
C = chol(omega)
# transform data
U = t(C)%*%Y
WW=t(C)%*%X
beta = lm(U~W)$coef
Z=Y-X%*%beta