Displaying 20 results from an estimated 4000 matches similar to: "maximum likelihood estimation in R"
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:
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
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,
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
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
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
2019 Apr 08
1
debian testing: Problems with R function vignette()
Hola!
I am on debian testing, all updates up to date. I am running R via emacs
and ess, so I canot know if this is an R or emacs/ess problem. What
happens is that I want to read an vignette, and calls something like
vignette("mle2", package="bbmle")
the pdf file opens (for me in Foxit reader), no problem, but then emacs
starts to spew a lot of spam, interfering with the
2012 Nov 25
5
bbmle "Warning: optimization did not converge"
I am using the Ben bolker's R package "bbmle" to estimate the parameters of a
binomial mixture distribution via Maximum Likelihood Method. For some data
sets, I got the following warning messages:
*Warning: optimization did not converge (code 1: )
There were 50 or more warnings (use warnings() to see the first 50)*
Also, warnings() results the following:
*In 0:(n - x) : numerical
2011 Feb 11
2
fitdistr question
Hello,
I tried to fit a poisson distribution but looking at the function
fitdistr() it does not optimize lambda but simply estimates the mean
of the data and returns it as lambda. I'm a bit confused because I was
expecting an optimization of this parameter to gain a good fit...
If I would use mle() of stats4 package or mle2() of bbmle package, I
would have to write the function by myself
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)
2010 Sep 10
1
Maximum log likelihood estimates of the parameters of a nonlinear model.
Dear all,
Is it possible to generate AIC or something equivalent for nonlinear
model estimated based on maximum log likelihood l in R?
I used nls based on least squares to estimate, and therefore I cannot
assess the quality of models with AIC. nlme seems good for only mixed
models and mine is not mixed models.
res <- nls(y ~ d*(x)^3+a*(x)^2+b*x+c, start=list(a=2, b=1,c=1,d=1), data=d)
If
2012 Jul 11
0
declaring negative log likelihood of a distribution
Hi everyone!
I already posted
http://r.789695.n4.nabble.com/Declaring-a-density-function-with-for-loop-td4635699.html
a question on finding density values of a new Binomial like distribution
which has the following pmf:
http://r.789695.n4.nabble.com/file/n4636134/kb.png
Thank fully
http://r.789695.n4.nabble.com/template/NamlServlet.jtp?macro=user_nodes&user=124474
Berend Hasselman and
2008 Jun 19
1
Optim() violates constraints
Hi,
I am using the mle2 method of the package 'bbmle'. The method is calling as
far as I understood it the optim method "L-BFGS-B" (this is the method I
use). The latter one allows the user to impose box constraints on the
variables, i.e. to give lower and upper bounds. It is important that the
initial values satisfy the constraints. In my problem, it is the case. I do
not know
2009 Aug 10
1
model.matrix evaluation challenges
I am having difficulty with evaluation/environment construction
for a formula to be evaluated by model.matrix(). Basically, I
want to construct a model matrix that first looks in "newdata"
for the values of the model parameters, then in "object at data".
Here's what I've tried:
1. model.matrix(~f,data=c(newdata,object at data)) -- fails because
something (terms()?)
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
2012 Apr 29
1
Specifying special poisson maximum likelihood
Hi everyone
I am stuck on specifying my own maximum likelihood function for a
special poisson model.
My poisson model is as follow: O ~ Pois(b*N + b*RR*E)
With
O = observed cases
b = constant (known)
N = number of unexposed persons (known)
E = number exposed persons (known)
RR = relative risk (value is assumed under a scenario, e.g. RR=2.0)
I used rpois to simulate the values of O for several
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
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))
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 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.