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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....