Displaying 5 results from an estimated 5 matches for "vsamples".
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2008 May 22
1
Computing Maximum Loglikelihood With "nlm" Problem
Hi,
I tried to compute maximum likelihood under gamma distribution,
using nlm function. The code is this:
__BEGIN__
vsamples<- c(103.9, 88.5, 242.9, 206.6, 175.7, 164.4)
mlogl <- function(alpha, x) {
if (length(alpha) > 1) stop("alpha must be scalar")
if (alpha <= 0) stop("alpha must be positive")
return(- sum(dgamma(x, shape = alpha, log = TRUE)))
}
mlogl_out <- nlm(mlog...
2008 May 23
2
About Passing Arguments to Function
Hi,
Below I have a function mlogl_k,
later it's called with "nlm" .
__BEGIN__
vsamples<- c(14.7, 18.8, 14, 15.9, 9.7, 12.8)
mlogl_k <- function( k_func, x_func, theta_func, samp) {
tot_mll <- 0
for (comp in 1:k_func) {
curr_mll <- (- sum(dgamma(samp, shape = x_func,
scale=theta_func, log = TRUE)))
tot_mll <- tot_mll + curr_mll
}
tot_...
2008 May 23
1
maximizing the gamma likelihood
...t;- function(data, fixed=c(FALSE,FALSE)) {
op <- fixed
function(p) {
op[!fixed] <- p
shape <- exp(op[1])
scale <- exp(op[2])
a <- length(data)*shape*log(scale)
b <- (shape-1)*sum(log(data))
c <- -1.0*scale*sum(data)
-(a + b + c)
}
}
vsamples<- c(14.7, 18.8, 14, 15.9, 9.7, 12.8)
nLL <- make.negloglik(vsamples)
temp <- optim(c(scale=1,shape=1), nLL, method="BFGS")[["par"]]
estimates <- log(temp)
print(estimates)
check <- estimates[1]/mean(vsamples)
print(check)
2008 May 23
0
Est. Component Size with AIC/BIC under Gamma Distribution
...ce <- abs(thetalast - thetacurrent)
# E-STEP
new_maxlogl <- nlm(mlogl, mean(smpl), theta_func=theta, samp=smpl)
# M-STEP
if (new_maxlogl$minimum > best) {
best <- new_maxlogl$minimum
}
}
best
}
# main program
# my samples
vsamples<- c(14.7, 18.8, 14, 15.9, 9.7, 12.8)
# initialize
start_ <- 300
error_ <- 0.001
thetastart <- 1
k <- 5
# compute AIC/BIC for k component
for (nofc in 1:k {
cat("k = ", nofc, "\n")
maxlogl <- -(mlogl_process(vsamples,error_,thetastart))
bic_k <- find...
2011 Nov 28
6
xenoprof patch for oprofile-0.9.7
I am rebasing Fedora rawhide oprofile package to oprofile-0.9.7. The xenoprof patches on http://xenoprof.sourceforge.net/#download look a bit dated. The newest version is for oprofile-0.9.5.
I massaged the patch oprofile-0.9.5-xen.patch to apply to oprofile-.0.9.7. Attached is that updated patch. Does this look reasonable? Is there a desire to get this into upstream oprofile? Or should the