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