similar to: Maximum likelihood estimation of ARMA(1,1)-GARCH(1,1)

Hello, I was asked to try the following code on R, gamma.mles function (xx,shape0,rate0) { n<- length(xx) xbar<- mean(xx) logxbar<- mean(log(xx)) theta<-c(shape0,rate0) repeat { theta0<- theta shape<- theta0[1] rate<- theta0[2] S<- n*matrix(c(log(rate)-digamma(shape)+logxbar,shape/rate-xbar),ncol=1) I<- n*matrix(c(trigamma(shape),-1/rate,-1/rate,shape/rate^2),ncol=2)

Hi, I am trying to determine the MLE of the following function: http://r.789695.n4.nabble.com/file/n3317341/untitled.bmp I have defined both parts of the equation as separate functions and looped over the t and G values to get summations of each part. The lamda function has 3 unknowns which I am trying to determine using MLE bub tin order to try and get the overall function working these

libswfdec/jpeg/jpeg.c | 3 +++ libswfdec/swfdec_bits.c | 18 ++++++++++++++++-- libswfdec/swfdec_edittext.c | 3 ++- libswfdec/swfdec_font.c | 30 ++++++++++++++++++++++++------ libswfdec/swfdec_image.c | 30 ++++++++++++++---------------- libswfdec/swfdec_root_sprite.c | 2 +- libswfdec/swfdec_script.c | 19 +++++++++----------

libswfdec/jpeg/jpeg.c | 3 +++ libswfdec/swfdec_bits.c | 18 ++++++++++++++++-- libswfdec/swfdec_font.c | 30 ++++++++++++++++++++++++------ libswfdec/swfdec_image.c | 30 ++++++++++++++---------------- libswfdec/swfdec_root_sprite.c | 2 +- libswfdec/swfdec_script.c | 18 +++++++++--------- libswfdec/swfdec_shape.c | 11 ++++++-----

README | 2 +- libswfdec/jpeg/jpeg.c | 13 +++++++++++++ libswfdec/swfdec_image.c | 30 ++++++++++++++++++++++++++++-- 3 files changed, 42 insertions(+), 3 deletions(-) New commits: diff-tree bbf53a5c2060eadff2632674d2550a09719f41e1 (from parents) Merge: 0f3d2abf794d0f1f69a38c4532c4e273054f4696 b12efb820117b62a7150d13359499678e7dcf31d Author: Debian User

I have a dataset called "raw-data" . I am trying to use the following code - col_name<-names(raw_data) for (i in 1:(length(names(raw_data))-2)) { tbl=table(raw_data$Pay.Late.Dummy, raw_data$col_name[i]) chisqtest<-chisq.test(tbl) } Say the 1st column of my raw_data is Column1. The idea is when i=1 then raw_data$col_name[i] will automatically become raw_data$Column1 ,

Hi, I've noticed I get different results fitting a function to some data on my laptop to when I do it on my computer at work. Here's a code snippet of what I do: ##------------------------------------------------------------------ require(circular) ## for Bessel function I.0 ## Data: dd <- c(0.9975948929787, 0.9093316197395, 0.7838819026947, 0.9096108675003, 0.8901804089546,

Hello everybody! I'm trying to use nut-2.4.1 with brand new UPS Powercom Imperial IMD-825AP USB. I've faced a problem that the driver powercom despite specifying type=IMP automatically re-detects the UPS as "KIN" and then interprets raw data incorrectly. The same problem was reported by other Powercom users on the official support forum ( http://forum.pcm.ru ). I suppose the

In the following code I have created the posterior density for a Bayesian survival model with four parameters. However, when I try to use the adapt function to perform integration in four dimensions (on my old version of R I get an error message saying that I have applied a non-function, although the function does work when I type kernel2(param0, theta0), or on the newer version of R the computer

I try to do a test for dirichlet process for Multivariate normal, but Winbugs always says "expected multivariate node", does that mean I miss something at initialization? I will really appreciate the help to solve this problem Here is the R code, and Winbugs code. model { for(i in 1:N){ y[i,1:2] ~ dmnorm(mu[i,],tau[i,,]) S[i] ~ dcat(pi[]) mu[i,1:2] <- mu.star[S[i],]

Hello, I am trying to import data from an SQLite database to R. Unfortunately, I seem to get wrong data when I try to import very large numbers. For example: I look at the database via SQLiteStudio(v.1.1.3) and I see the following values: OrderID Day TimeToclose 1 2009-11-25 29467907000 2 2009-11-25 29467907000 3 2009-11-25 29467907000 Now I run this R Code: >

libswfdec/swfdec_image.c | 204 ++++++++++++++++++++++++++--------------------- libswfdec/swfdec_image.h | 11 +- 2 files changed, 123 insertions(+), 92 deletions(-) New commits: commit 54d034a21fa13a6afb4ad788a82b240002def2cf Author: Benjamin Otte <otte at gnome.org> Date: Sun Nov 11 00:21:54 2007 +0100 implement reading from PNG files diff --git a/libswfdec/swfdec_image.c

Dear R users I am trying to use OPTIMX(OPTIM) for nonlinear optimization. There is no error in my code but the results are so weird (see below). When I ran via OPTIM, the results are that Initial values are that theta0 = 0.6 1.6 0.6 1.6 0.7. (In fact true vales are 0.5,1.0,0.8,1.2, 0.6.) -------------------------------------------------------------------------------------------- >

libswfdec/js/jsinterp.h | 1 libswfdec/swfdec_bits.c | 28 +++ libswfdec/swfdec_bits.h | 9 - libswfdec/swfdec_codec_screen.c | 2 libswfdec/swfdec_image.c | 98 ++++-------- libswfdec/swfdec_script.c | 315 ++++++++++++++++++++++++++++++++++++++-- libswfdec/swfdec_swf_decoder.c | 2 libswfdec/swfdec_tag.c | 23 -- 8 files

Hello, I am trying to estimate 4 parameters of a non-linear model using nls. My model function is a Fourier integral and is very expensive to calculate. I get the following error: > theta0 <- c(0.045, 1.02*10^(-4), 0.00169, 5.67*10^(-4)) > res <- nls(log(y) ~ log(model(theta,r,t)), data=dataModel, + start=list(theta=theta0), trace=TRUE, + control=nls.control(tol=1e-2))

Dear R users When I use OPTIMX with BFGS, I've got the following error message. ----------------------------------------------------------------- > optimx(par=theta0, fn=obj.fy, gr=gr.fy, method="BFGS") Error: Gradient function might be wrong - check it! ----------------------------------------------------------------- So, I checked and checked my gradient function line by

Dear all, I want to min "integrate( (p1*dnorm+p2*dnorm+p3*dnorm)^(1.3))" for p, mu, and sigma. So, I have to estimate 8 parameters(p3=1-p1-p2). I got this warning-"Error in integrate(numint, lower = -Inf, upper = Inf) : non-finite function value." My questions are How could I fix it? I tried to divide into several intervals and sum up, but I got same message. My code is

Hi, I am looking for some help regarding the use of the mle function. I am trying to get mle for 3 parameters (theta0, theta1 and theta2) that have been defined in the the log-likelihood equation as theta0=theta[1], theta1=theta[2] and theta2=theta[3]. My R code for mle is: mle(Poisson.lik, start=list(theta=c(20,1,1), method="Nelder-Mead", fixed=list(w=w, t1=t1, t2=t2)) But I keep

Dear R-helper, I am trying to do maximum likelihood estimation in R. I use the "optim" function. Since I have no prior information on the true values of the parameters, I just randomly select different sets of starting values to feed into the program. Each time, I get the following error message: Error in optim(theta0, lf, method = "BFGS", hessian = T, Y = Y, X = X, :

Greetings all, I am getting this error that is driving me nuts... (not a long trip, haha) I have a set of files and in these files I want to calculate ttests on rows 'compareA' and 'compareB' (these will change over time there I want a variable here). Also these files are in many different directories so I want a way filter out the junk... Anyway I don't believe that this is