Displaying 20 results from an estimated 300 matches similar to: "optimize a joint lieklihood with mle2"
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:
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,
2008 Sep 19
0
panel data analysis possible with mle2 (bbmle)?
Dear R community,
I want to estimate coefficients in a (non-linear) system of equations using
'mle2' from the "bbmle" package. Right now the whole data is read in as just
one long time series, when it's actually 9 cross sections with 30 observations
each. I would like to be able to test and correct for autocorrelation but
haven't found a way to do this in this package.
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,
2012 Sep 27
0
problems with mle2 convergence and with writing gradient function
Dear 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
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)
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
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))
2023 Dec 19
1
[External] Re: zapsmall(x) for scalar x
>>>>> Steve Martin
>>>>> on Mon, 18 Dec 2023 07:56:46 -0500 writes:
> Does mFUN() really need to be a function of x and the NA values of x? I
> can't think of a case where it would be used on anything but the non-NA
> values of x.
> I think it would be easier to specify a different mFUN() (and document this
> new argument)
2008 Jul 23
1
mle2(): logarithm of negative pdfs
Hi,
In order to use the mle2-function, one has to define the likelihood function
itself. As we know, the likelihood function is a sum of the logarithm of
probability density functions (pdf). I have implemented myself the pdfs
that I am using. My problem is, that the pdfs values are negative and I
cann't take the logarithm of them in the log-likelihood function.
So how can one take the
2005 Nov 17
1
Morans I for Spatial Surveillance
Hello,
I am interested in using Morans I for different time intervals to detect disease clusters.
Ultimately I would like to use CUSUM - or similar monitoring statistic to monitor the results of Morans I - similar to the work by
Rogerson (2005) Spatial Surveillance and Cummulative Sum Methods in Spatial and Syndromic Surveillance for Public Health.
Thus far - thanks to the list I have
2023 Dec 18
1
[External] Re: zapsmall(x) for scalar x
Does mFUN() really need to be a function of x and the NA values of x? I
can't think of a case where it would be used on anything but the non-NA
values of x.
I think it would be easier to specify a different mFUN() (and document this
new argument) if the function has one argument and is applied to the non-NA
values of x.
zapsmall <- function(x,
digits = getOption("digits"),
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 Sep 01
3
betareg question - keeping the mean fixed?
Hello,
I have a dataset with proportions that vary around a fixed mean, is it
possible to use betareg to look at variance in the dispersion parameter
while keeping the mean fixed?
I am very new to R but have tried the following:
svec<-c(qlogis(mean(data1$scaled)),0,0,0)
f<-betareg(scaled~-1 | expt_label + grouped_hpi, data=data1, link.phi="log",
2006 Jan 19
1
nls profiling with algorithm="port" may violate bounds (PR#8508)
[posted to R-devel, no discussion:
resubmitting it as a bug, just so it gets
logged appropriately]
Sorry to report further difficulties with
nls and profiling and constraints ... the problem
this time (which I didn't check for in my last
round of testing) is that the nls profiler doesn't
seem to respect constraints that have been
set when using the port algorithm.
See test code
2006 Jan 17
0
nls profile with port/constraints
Sorry to report further difficulties with
nls and profiling and constraints ... the problem
this time (which I didn't check for in my last
round of testing) is that the nls profiler doesn't
seem to respect constraints that have been
set when using the port algorithm.
See test code below ...
If I can I will try to hack the code, but I will
probably start by redefining my function with
2012 Jun 19
1
Error when trying to update cpglm model
Dear all,
I've been having problems running update() to re-fit a cpglm model inside a function (as in the code below). The solution is probably simple, but I'm stuck. If anyone could help, I'd greatly appreciate it.
Regards,
Rubem
## R code
library(cplm)
## Data simulation
period<-factor(1:4)
herd<-factor(1:50)