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a010
2010 Dec 16
1
Optim function with meta parameters
...am competes against all
other 9.
I have 190 observations in total and I need to estimate through a MLE the
parameters of a poisson distribution to drive the results.
Assuming the independency of the results, I wrote the following code
calculating the log-likelihood of the double poisson derived:
sa0910<-read.csv("c:/csv/sa0910.csv",header=T,sep=",")
est<-c()
poisson.lik<-function(theta,x){
lambda<-theta[1]
mu<-theta[2]
n<-length(data[,1])
logl<-sum(x[,1])*log(lambda)-n*lambda+sum(x[,2])*log(mu)-n*mu
return(-logl)
}
for(i in 1:10){
data<-data.frame(subse...