Displaying 20 results from an estimated 2000 matches similar to: "using near-zero probabilities in optimization"
2010 Feb 12
1
using mle2 for multinomial model optimization
Hi there
I'm trying to find the mle fo a multinomial model ->*L(N,h,S?x)*. There
is only *N* I want to estimate, which is used in the number of successes
for the last cell probability. These successes are given by:
p^(N-x1-x2-...xi)
All the other parameters (i.e. h and S) I know from somewhere else.
Here is what I've tried to do so far for a imaginary data set:
2012 Sep 27
3
problem with nls starting values
Hi
I would like to fit a non-linear regression to the follwoing data:
quantiles<-c(seq(.05,.95,0.05))
slopes<-c( 0.000000e+00, 1.622074e-04 , 3.103918e-03 , 2.169135e-03 ,
9.585523e-04
,1.412327e-03 , 4.288103e-05, -1.351171e-04 , 2.885810e-04 ,-4.574773e-04
, -2.368968e-03, -3.104634e-03, -5.833970e-03, -6.011945e-03, -7.737697e-03
, -8.203058e-03, -7.809603e-03, -6.623985e-03,
2009 Nov 04
1
compute maximum likelihood estimator for a multinomial function
Hi there
I am trying to learn how to compute mle in R for a multinomial negative
log likelihood function.
I am using for this the book by B. Bolker "Ecological models and data in
R", chapter 6: "Likelihood an all that". But he has no example for
multinomial functions.
What I did is the following:
I first defined a function for the negative log likelihood:
2010 Jun 16
4
an alternative to R for nonlinear stat models
Hi
I implemented the age-structure model in Gove et al (2002) in R, which is a
nonlinear statistical model. However running the model in R was very slow.
So Dave Fournier suggested to use the AD Model Builder Software package and
helped me implement the model there.
ADMB was incredibly fast in running the model:
While running the model in R took 5-10 minutes, depending on the
2010 May 31
5
read in data file into R
Hi
I'm trying to read a data file with output from another program (admb)
into R for further analysis. However I'm not very successfull. The file
extension for the data file is file.rep but it also doesn't help when I
change it to file.txt
I have two problems/questions:
1. The file is a single line of n values separated by a single space
tab each. These values represent a time
2012 Oct 05
2
problem with convergence in mle2/optim function
Hello R Help,
I am trying solve an MLE convergence problem: I would like to estimate
four parameters, p1, p2, mu1, mu2, which relate to the probabilities,
P1, P2, P3, of a multinomial (trinomial) distribution. I am using the
mle2() function and feeding it a time series dataset composed of four
columns: time point, number of successes in category 1, number of
successes in category 2, and
2011 Oct 17
1
simultaneously maximizing two independent log likelihood functions using mle2
Hello,
I have a log likelihood function that I was able to optimize using
mle2. I have two years of the data used to fit the function and I would
like to fit both years simultaneously to test if the model parameter
estimates differ between years, using likelihood ratio tests and AIC.
Can anyone give advice on how to do this?
My likelihood functions are long so I'll use the tadpole
2009 Feb 01
2
Extracting Coefficients and Such from mle2 Output
The mle2 function (bbmle library) gives an example something like the
following in its help page. How do I access the coefficients, standard
errors, etc in the summary of "a"?
> x <- 0:10
> y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)
> LL <- function(ymax=15, xhalf=6)
+ -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))
> a <- mle2(LL,
2010 Mar 24
0
optimize a joint lieklihood with mle2
Hi
I'm trying to maximize a joint likelihood of 2 likelihoods (Likelihood 1 and
Likelihood 2) in mle2, where the parameters I estimate in Likelihood 2 go
into the likelihood 1. In Likelihood 1 I estimate the vector logN with
length 37, and for the Likelihood 2 I measure a vector s of length 8.
The values of s in Lieklihood 2 are used in the Likelihood 1.
I have 2 questions:
##1
I manage
2008 Jul 21
1
Control parameter of the optim( ): parscale
Hi everybody,
I am using the L-BFGS-B method of the mle2() function to estimate the values
of 6 parameters. mle2 uses the methods implemented in optim. As I got it
from the descriptions available online, one can use the parscale
parameter to tell R somehow what the values of the estimated parameters
should be . . .
Could somebody please help me understand what one has to do actually with
the
2008 Sep 10
1
using function instead of formula in plm
Hi all,
I am trying to use plm to estimate coefficients in a model consisting of a system of equations. So far I used mle2 from the package "bbmle", but now I need to test for autocorrelation and mle2 does not provide for the necessary tests. mle2 needs a function as input that might as well consist of many different equations. plm however requires an object of class formula that needs
2012 Jan 12
2
Function accepted by optim but not mle2 (?)
Dear Sir/ Madam,
I'm having trouble de-bugging the following - which works perfectly
well with optim or optimx - but not with mle2.
I'd be really grateful if someone could show me what is wrong. Many
thanks in advance. JSC:
gompertz<- function (x,t=data)
{
a3<-x[1]
b3<-x[2]
shift<-data[1]
h.t<-a3*exp(b3*(t-shift))
2012 Jul 30
1
confusion over S3/S4 importing
Can anyone help me figure out the right way to import a method that is
defined as S3 in one package and S4 in another?
Specifically:
profile() is defined as an S3 method in the stats package:
function (fitted, ...)
UseMethod("profile")
<bytecode: 0xa4cd6e8>
<environment: namespace:stats>
In stats4 it is defined as an S4 method:
stats4:::profile
standardGeneric for
2011 Aug 29
1
Bayesian functions for mle2 object
Hi everybody,
I'm interested in evaluating the effect of a continuous variable on the mean
and/or the variance of my response variable. I have built functions
expliciting these and used the 'mle2' function to estimate the coefficients,
as follows:
func.1 <- function(m=62.9, c0=8.84, c1=-1.6)
{
s <- c0+c1*(x)
-sum(dnorm(y, mean=m, sd=s,log=T))
}
m1 <- mle2(func.1,
2009 Aug 31
2
interactions and stall or memory shortage
Hello,
After putting together interaction code that worked for a single pair of
interactions, when I try to evaluate two pairs of interactions(
flowers*gopher, flowers*rockiness) my computer runs out of memory, and the
larger desktop I use just doesn't go anywhere after about 20 minutes.
Is it really that big a calculation?
to start:
mle2(minuslogl = Lily_sum$seedlings ~ dnbinom(mu = a,
2008 Nov 19
1
mle2 simple question - sigma?
I'm trying to get started with maximum likelihood estimation with a
simple regression equivalent out of Bolker (Ecological Models and Data
in R, p302).
With this code:
#Basic example regression
library(bbmle)
RegData<-data.frame(c(0.3,0.9,0.6),c(1.7,1.1,1.5))
names(RegData)<-c("x", "y")
linregfun = function(a,b,sigma) {
Y.pred = a+b*x
2010 Feb 01
1
Help with multiple poisson regression with MLE2
Hi, I'm trying to make multiple poisson regressions with the MLE2 command.
I have used the following expression, but I receive an error message:
poisfit <- mle2(y ~ dpois(exp(b0 + b1*x1 + b2*x2)), start=list(b0=1, b1=1,
b2=1), data=data1)
Error in optim(par = c(1, 1, 1), fn = function (p) :
non-finite initial value 'vmmin'
I have changed initial values using coefficient values
2012 Apr 18
1
error estimating parameters with mle2
Hi all,
When I try to estimate the functional response of the Rogers type I
equation (for the mle2 you need the package bbmle):
> RogersIbinom <- function(N0,attackR2_B,u_B) {attackR2_B+u_B*N0}
> RogersI_B <-
mle2(FR~dbinom(size=N0,prob=RogersIbinom(N0,attackR2_B,u_B)/N0),start=list(attackR2_B=4.5,u_B=0.16),method="Nelder-Mead",data=data5)
I get following error message
2012 Apr 19
1
non-numeric argument in mle2
Hi all,
I have some problems with the mle2 function
> RogersIIbinom <- function(N0,attackR3_B,Th3_B)
{N0-lambertW(attackR3_B*Th3_B*N0*exp(-attackR3_B*(24-Th3_B*N0)))/(attackR3_B*Th3_B)}
> RogersII_B <-
mle2(FR~dbinom(size=N0,prob=RogersIIbinom(N0,attackR3_B,Th3_B)/N0),start=list(attackR3_B=1.5,Th3_B=0.04),method="Nelder-Mead",data=dat)
Error in dbinom(x, size, prob, log)
2008 Oct 15
1
MLE Constraints
Dears,
I'm trying to find the parameters (a,b, ... l) that optimize the function
(Model)
described below.
1) How can I set some constraints with MLE2 function? I want to set p1>0,
p2>0,
p3>0, p1>p3.
2) The code is giving the following warning.
Warning: optimization did not converge (code 1)
How can I solve this problem?
Can someone help me?
M <- 14
Y = c(0, 1, 0, 0, 0,