Displaying 2 results from an estimated 2 matches for "rate0".
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2007 Jul 21
1
Gamma MLE
Hello,
I was asked to try the following code on R,
gamma.mles
function (xx,shape0,rate0)
{
n<- length(xx)
xbar<- mean(xx)
logxbar<- mean(log(xx))
theta<-c(shape0,rate0)
repeat {
theta0<- theta
shape<- theta0[1]
rate<- theta0[2]
S<- n*matrix(c(log(rate)-digamma(shape)+logxbar,shape/rate-xbar),ncol=1)
I<- n*matrix(c(trigamma(shape),-1/rate,-1/rate,shape/rate^2...
2009 Jul 03
2
Error using the Rdonlp2 Package
...f 16 parameters. This is what I'm using as objective function in the code
below. In addition, I set bounds on these parameters (par.u and par.l). When
I run the code, I get the error message shown below. Any idea why or what
does it mean?
Thanks in advance for your help!
ans <- donlp2(par=rate0, fn=L,par.u=par.u, par.l=par.l)
1 fx= 2.869234e+08 upsi= 0.0e+00 b2n= 5.0e+08 umi= 0.0e+00 nr 0
si-1
2 fx= -2.111002e+09 upsi= 0.0e+00 b2n= 5.1e+08 umi= 0.0e+00 nr 14
si-1
3 fx= -5.961701e+09 upsi= 0.0e+00 b2n= 4.1e+08 umi= 0.0e+00 nr 16
si-1
*Error Message:*
Error in t...