similar to: FW: Maximum Likelihood Estimation and Optimisation

Hello, I am interested in R as an alternative for a statistical tool at our firm. I do know RATS an SPSS but not S+. As I read that R is close to S+, I would like to know if you could recommend me any books as an introduction to S+ or R. Best regards Marc ---------------------------------------------------------------------------- - Marc Fohr, CFA Equity Portfolio Manager First Private

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 1:n){log(lag(c[m],-1)^(((2)*alpha)+2))});

Dear R users, Could you tell me where a I find some references of BHHH algorithm ? I need write it in R. Thank you.

Dear list, this is not a particular R question but perhaps someone can help. I am running a maximum likelihood estimation (competing risk duration model with unobserved heterogeneity) on 30 different datasets. The problem is that on 2 datasets the model does not converge. I am interested if there are any methods, based on the gradients or (an approximation of) the hessian which helps to

Hello, i have coded the following loglikelihood-function # Log-Likelihood-Funktion loglik_jm<-function(N,phi,t) { n<-length(t) i<-seq(along=t) s1<-sum(log(N-(i-1))) s2<-phi*sum((N-(i-1))*t[i]) n*log(phi)+s1-s2 } # the data t<-c(7,11,8,10,15,22,20,25,28,35) # now i want to do a 3d-plot and a contourplot in order to see at which values of N and phi the loglikelihood

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

Greetings, I'm playing aroung with the library and try to encode some PCM samples out of a WAVE file. I recognized that my own encoding is bigger than the encoding with the command line tool and I can't figure out why it is so. I tried some API functions to get a better result but I missed. minimal test code: http://stinfwww.informatik.uni-leipzig.de/~mai02cal/test.c example wav:

Dear R People, I?m trying to link R and TK. I?m using R 2.11.1 with Tinn-R 1.17.2.4. For simple examples like the following one it?s working (see the initiation of the variables, the handler and the link to the function which multiply Zahl, Exponent and Factor) : require(tcltk) Ergebnis<-tclVar(c(0,0,0,0,0,0)) Zahl<-tclVar(c(0,0,1,1,1,0)) Exponent<-tclVar(c(1,1,1,1,1,1))

I am currently trying to find MLE of a function with four parameters. My codes run well but i don't get the results. I get the following message: BHHH maximisation Number of iterations: 0 Return code: 100 Initial value out of range. I don't know this is so because of the way i have written my loglikelihood or what. The loglikelihood LogLik<-function(param){ beta_1<-param[1]

Hello Folks, I tryed to compile Xen3.2 sources with ACM. To include ACM in the build I set ACM_SECURITY ?= y in Config.mk. When I start the build process by calling "make all" compiling failes: acm_core.c: In Funktion »acm_init«: acm_core.c:283: Fehler: »policy_buffer« nicht deklariert (erste Benutzung in dieser Funktion) acm_core.c:283: Fehler: (Jeder nicht deklarierte Bezeichner

I am learning about sparse matrices and wonder if R can create them from a full matrix. Can anyone tell me how I might be able to accomplish this. ------ Harold C. Doran Director of Research and Evaluation New American Schools 675 N. Washington Street, Suite 220 Alexandria, Virginia 22314 703.647.1628 <http://www.edperform.net/> [[alternate HTML version deleted]]

I am trying to import a file using R Commander. It was working a few days ago, but now I get the following message when I try to import from SPSS. Any thoughts? Error in parse(file, n, text, prompt) : parse error ------ Harold C. Doran Director of Research and Evaluation New American Schools 675 N. Washington Street, Suite 220 Alexandria, Virginia 22314 703.647.1628

Hello, i want to estimate a complex GARCH-model (see below). http://r.789695.n4.nabble.com/file/n4112396/GJR_Garch.png W stands for the Day of the Week Dummies. r stands for returns of stock market indices. I stands for the GJR-term. I need some help with three problems: 1.) implementation of the GJR-term in the variance equation 2.) compute robust covariance matrix

Hi list! We have a Dovecot 2.3.4 (from Debian 10 repository) that should connect to our AD to authenticate the users. It works, but now we would like to restrict using IMAP to all users in the Group "Funktion - E-Mail-Konto". So I changed the query from: (&(sAMAccountName=%n)(objectClass=user)(homeMDB=*)) to

I am new to R and would like to get some practice analyzing multilevel data. I wonder if anyone can point me to a sample data set and command lines that I might replicate for a sample session. I would then compare my output with HLM output. Any help is appreciated. ------ Harold C. Doran Director of Research and Evaluation New American Schools 675 N. Washington Street, Suite 220 Alexandria,

Dear R-friends, I use optim(par=c(mystartingpoints), fn=myloglikelihoodfunction, gr=NULL, method=c("L-BFGS-B"), ## I would like to do not use any bounds control=list(trace=6, ## just to see what it's going on maxit=c(20000)), ## to be sure the it doesn't stop reaching the max iterations

Dear List: I have a data set with over 7000 students with about 4 observations over time per student. I want to examine the within-group fits of a random sample of this group as it takes forever to compute and draw all 7000 regressions. Here is the code I have used so far. >group<-groupedData(math~year|childid, data=scores) >group.list<-lmList(group)

Hi, how do i fill the secondary diagonals of a matrix? Is there an funktion like the "diag" funktion in matlab, where i can specify the diagonal i?d like to fill? -- View this message in context: http://www.nabble.com/Filling-matrix-secondary-diagonal-tp25121745p25121745.html Sent from the R help mailing list archive at Nabble.com.

I have loaded the foreign package and am still having problems with an import. I get a message that reads, unable to open file. Whe I try different files I get the same message. Here is the code I used. Am I missing something? I am using 1.7 and have also tried this in 1.6 with the same problem. hsb<-read.spss("C:\HLM504_Student\Examples\AppendxA\HSB1.SAV", use.value.labels=TRUE,

Dear List I have math test scores for male and female students where gender is a dummy code (female =1). I also have a variety of other demographic variables. However to begin, I want to create a very simple stripchart where female math scores are a blue circle and male scores are a red triangle. I am having difficulty using conditional statements to accomplish this. Thank you. ------