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2017 Aug 06
1
Help with optim function in R, please?
...a,copula=list(frankCopula(4,dim=2), claytonCopula(0.5,dim=2)),maxit=200){
?
??# copula[[1]]@parameters <- par[1]
? # copula[[2]]@parameters <- par[2]
? optim_1 <- function(par, data.=data, copula.=copula){
??? copula[[1]]@parameters <- par[1]
??? copula[[2]]@parameters <- par[2]
??? tau_1 <- par[3]*dCopula(data,copula[[1]],log = F)
??? tau_2 <- par[4]*dCopula(data,copula[[2]],log=F)
??? Tau_1 <- tau_1 / sum(tau_1 + tau_2)
??? Tau_2 <- tau_2 / sum(tau_1 + tau_2)
??? up_pi1 <- sum(Tau_1)/ 100
??? up_pi2 <- sum(Tau_2) / 100
??? # Tau <- c(Tau_1, Tau_2)
??? ll <-...
2010 Aug 02
2
Dealing with a lot of parameters in a function
...log-likelihood function to work with MLE.
There will be parameters like mu_i, sigma_i, tau_i, ro_i, for i between
1 to 24. Instead of listing all the parameters, one by one in the
function definition, is there a neat way to do it in R ? The example is
as follows:
ll<- function(mu1=-0.5,b=1.2,tau_1=0.5,sigma_1=0.5,ro_1=0.7)
{ if (tau1>0 && ro<1 && ro>-1)
-sum(dmnorm(cbind(x,y),c(mu1,b*mu1),matrix(c(tau_1^2,ro_1*tau_1*sigma_1,
ro_1*tau_1*sigma_1,sigma_1^2),nrow=2),log=T))
else NA
}
but now I need to have the sum of 24 of these negative log-likelihood.
Thanks....