Displaying 2 results from an estimated 2 matches for "sumloglik".
2007 Mar 06
2
Estimating parameters of 2 phase Coxian using optim
...heta[3]
p<-Matrix(c(1, 0), nrow=1, ncol=2)
Q<-Matrix(c(-(lambda1 + mu1), 0, lambda1, -mu2), nrow=2, ncol=2)
q<-Matrix(c(mu1, mu2), nrow=2, ncol=1)
for (i in 1:length(y)){
loglik<-log(p %*% expm(Q * y(i)) %*% q)
return(loglik)}
sumloglik<-sum(loglik)
return(-sumloglik)
}
I have installed the Matrix package. y is a vector of 240 survival times. In
the R console I typed
> source("/private/var/automount/users/lhill07/Desktop/cox2.lik.R")
> optim(c(0.5, 0.5, 0.5), cox2.lik, y=y, method="BFGS"...
2007 Mar 13
0
multiplying matrix by vector of times
...>>>>> q<-Matrix(c(mu1, mu2), nrow=2, ncol=1)
>>>>>
>>>>> for (i in 1:length(y)){
>>>>> loglik<-log(p %*% expm(Q * y(i)) %*% q)
>>>>> return(loglik)}
>>>>>
>>>>> sumloglik<-sum(loglik)
>>>>>
>>>>> return(-sumloglik)
>>>>> }
>>
>>
>>
>> Hi Gad,
>>
>> Yes that's exactly hat I am trying to do. If I gave you a simple example,
>> could you perhaps tell me how I coul...