similar to: maxLik package.

Displaying 20 results from an estimated 2000 matches similar to: "maxLik package."

2009 May 16
1
maxLik pakage
Hi all; I recently have been used 'maxLik' function for maximizing G2StNV178 function with gradient function gradlik; for receiving this goal, I write the following program; but I have been seen an error  in calling gradient  function; The maxLik function can't enter gradlik function (definition of gradient function); I guess my mistake is in line ******** ,that the vector  ‘h’ is
2007 Apr 09
1
R:Maximum likelihood estimation using BHHH and BFGS
Dear R users, I am new to R. I would like to find *maximum likelihood estimators for psi and alpha* based on the following *log likelihood function*, c is consumption data comprising 148 entries: fn<-function(c,psi,alpha) { s1<-sum(for(i in 1:n){(c[i]-(psi^(-1/alpha)*(lag(c[i],-1))))^2* (lag(c[i],-1)^((-2)*(alpha+1)) )}); s2<- sum(for(m in
2009 Apr 03
2
Geometric Brownian Motion Process with Jumps
Hi, I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then added this into my log-likelihood equation, know I am getting a message: NA in the initial gradient My codes is hear # n<-length(combinedlr) j<-c(1,2,3,4,5,6,7,8,9,10)
2009 May 11
1
maxLik package
Hi all. Recently i have been used maxlik package for optimizing a function with 5 parameters but i couldn't define gradient argument in function maxLik; How i can define a command to receive my goal? Whether I can change the core of this package?   Thanks for your attention and reply A. kheradmandi [[alternative HTML version deleted]]
2018 Mar 20
0
Struggling to compute marginal effects !
In that case, I can't work out why the first model fails but not the second. I would start looking at "Data" to see what it contains. if: object2 <- polr(Inc ~ Training ,Data,Hess = T,method = "logistic" ) works, the problem may be with the "Adopt" variable. Jim On Tue, Mar 20, 2018 at 10:55 AM, Willy Byamungu <wmulimbi at email.uark.edu> wrote: >
2008 Mar 07
0
Packages micEcon, sampleSelection, and maxLik
Dear R Users: We have splitted up the micEcon package into three packages: a) Package "maxLik" provides tools for maximum likelihood estimations (see http://www.maxLik.org). b) Package "sampleSelection" provides tools for estimating Heckman-type sample selection/generalized tobit models (see http://www.sampleSelection.org). c) Package
2008 Mar 07
0
Packages micEcon, sampleSelection, and maxLik
Dear R Users: We have splitted up the micEcon package into three packages: a) Package "maxLik" provides tools for maximum likelihood estimations (see http://www.maxLik.org). b) Package "sampleSelection" provides tools for estimating Heckman-type sample selection/generalized tobit models (see http://www.sampleSelection.org). c) Package
2011 Sep 05
3
function censReg in panel data setting
Hello all, I have a problem estimating Random Effects model using censReg function. small part of code: UpC <- censReg(Power ~ Windspeed, left = -Inf, right = 2000,data=PData_In,method="BHHH",nGHQ = 4) Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, hessOrig = hess, : NA in the initial gradient ...then I tried to set starting values myself and here is
2012 Dec 20
1
Problem with simulation
Dear: I am having problem with simulation. Sometimes for 100 iteration, my program works but sometimes give error message regarding some "built-in function" which I never used in my code. I have no idea about the problem. Any suggestion, comments or idea regarding this would be highly appreciable. Thanks. I have used ---- "maxLik()" and "BBsolve()" in my code. Error
2011 Sep 15
2
Tobit Fixed Effects
Hi there, I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8 years. It is a huge data set, my dependent variable is left truncated at zero, the distribution is skewed and my panel is balanced. Any suggestions on how to do that in R? I tried stuff like survreg, censReg, and tobit but none of them were satisfactory. Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD
2004 Aug 21
0
Convergence code in nlm function
Dear R users, I am using the nlm function for minimization of the very non-linear function of four parameters. I am running 100 simulations and almost always I get the convergence code =2 (Successive iterates within tolerance. Current iterate is probably solution.) [about 75 times of 100]. Frequently, 3 of 4 relative gradients are close to zero and the fourth is huge but there are also cases
2020 Oct 09
1
[External] Re: unable to access index for repository...
>>>>> Steven Yen >>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes: > Oh Hi Arne, You may recall we visited with this before. I > do not believe the problem is algorithm specific. The > algorithms I use the most often are BFGS and BHHH (or > maxBFGS and maxBHHH). For simple econometric models such > as probit, Tobit, and evening
2020 Oct 08
0
[External] Re: unable to access index for repository...
Oh Hi Arne, You may recall we visited with this before. I do not believe the problem is algorithm specific. The algorithms I use the most often are BFGS and BHHH (or maxBFGS and maxBHHH). For simple econometric models such as probit, Tobit, and evening sample selection models, old and new versions of R work equally well (I write my own programs and do not use ones from AER or sampleSekection).
2020 Oct 08
2
[External] Re: unable to access index for repository...
Hi Steven Which optimisation algorithms in maxLik work better under R-3.0.3 than under the current version of R? /Arne On Thu, 8 Oct 2020 at 21:05, Steven Yen <styen at ntu.edu.tw> wrote: > > Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik,
2009 Feb 04
1
package ccgarch - dcc.estimation
Hello, I am trying to model a bivariate time series called 'residuals' as a dcc-garch model. I want to use the function dcc.estimation(a, A, B dcc.para, dvar, model) to estimate the parameters. No matter how I tried to define a, A and B, I always got the message "Error in constrOptim(theta = para, f = loglik.dcc2, gr = grad.dcc2, ui = resta, : initial value not
2020 Oct 08
0
[External] Re: unable to access index for repository...
Hmm. You raised an interesting point. Actually I am not having problems with aod per se?-it is just a supporting package I need while using old R. The essential package I need, maxLik, simply works better under R-3.0.3, for reason I do not understand?specifically the numerical gradients of the likelihood function are not evaluated as accurately in newer versions of R in my experience, which is why
2011 Aug 24
1
problema de selección de valores iniciales en nlm
Hola a todos, Necesito estimar dos parametros utilizando la función nlm; fit<-nlm(hood2par,c(x01[i],x02[j]),iterlim=300, catch=x[,c(3,4,5)],sp=.5) donde hood2par es una logística modificada. Pero en mi caso, la convergencia de nlm depende de los valores iniciales de dichos parámetros. Para buscar dichos valores iniciales de manera automática, genero dos vectores de valores iniciales
2004 Jan 20
0
nlminb function
Hello, I've got a program written in S-plus which I think is converted successfully to R with the exception of part of the opt.param function written. In S-plus it is: nlminb(start=x0, obj=negllgamma.f, scale=1, lower=c(0.01,0.0001), upper=c(10,0.9999), gamma=gamma, maxlik=maxlik, y=ldose, s=lse, max.iter = 1000, max.fcal = 1000)$par and so far with R I've got to: optim(par=x0,
2017 Dec 26
1
identifying convergence or non-convergence of mixed-effects regression model in lme4 from model output
Hi R community! I've fitted three mixed-effects regression models to a thousand bootstrap samples (case-resampling regression) using the lme4 package in a custom-built for-loop. The only output I saved were the inferential statistics for my fixed and random effects. I did not save any output related to the performance to the machine learning algorithm used to fit the models (REML=FALSE).
2009 Nov 26
9
ActionView::TemplateError (can't convert ActiveRecord::Error into String)
I cannot work out why this error is appearing. ActionView::TemplateError (can''t convert ActiveRecord::Error into String) on line #3 of app/views/button/_show_enquiry.html.erb: 1: <h1>Send us a message</h1> 2: <% remote_form_for :enquiry, :url => {:action => ''send_mail''} do | f| %> 3: <%= error_messages_for