Displaying 12 results from an estimated 12 matches similar to: "loglikelihood and AIC"
2009 Jun 04
0
loglilelihood
Hi,
I tried fitting
loglinear model using the glm(catspec). The data used is FHtab. . An
independence model was fitted. Here summary() and fitmacro( ) give different
values for AIC.
I understand that fitmacro( ) takes the likelilhood ratio L2(deviance)
to calculate AIC and uses the formula AIC= L2-
d.f(deviance)*2 and this AIC is used in nested models. (Am I right?)
The value given by
2010 Aug 25
1
eve online crashing shortly after takeoff
Hi all, I've got a strange problem with wine and eve-online. Eve loads up, lets me login and choose character, but freezes 10-15 seconds after that, pegging the cpu at 99% until I kill the process. Anybody have any ideas what causes that? Wall of text to follow, and am happy to post any more info needed. Thanks!
Asus G50 laptop
nvidia 9800GS, 512MB
Ubuntu 10.04
Wine 1.2
terminal output:
2008 Jul 09
1
Loglikelihood for x factorial?
Hi Rers,
I have a silly question. I don't know how to express the loglikelihood
function of
1/(x!) where x=x1,x2,....xn in R.
Could anyone give me a hint?
Thank you in advance.
Chunhao Tu
2011 Mar 14
0
nlysystemfit and loglikelihood values
Dear R-help,
The documentation for systemfit shows that logLik() can be used to
obtain loglikelihood values from linear systems estimated by
systemfit().
It seems to me that logLik() cannot be used for nlsystemfit(). Does
anyone know of any other packages that might let me obtain the
loglikelihood of a model estimated with nlsystemfit()?
Kind regards,
Alex Olssen
2008 Jul 17
0
How to compute loglikelihood of Lognormal distribution
Hi,
I am trying to learn lognormal mixture models with EM.
I was wondering how does one compute the log likelihood.
The current implementation I have is as follows,
which perform really bad in learning the mixture models.
__BEGIN__
# compute probably density of lognormal.
dens <- function(lambda, theta, k){
temp<-NULL
meanl=theta[1:k]
sdl=theta[(k+1):(2*k)]
2008 May 22
1
Computing Maximum Loglikelihood With "nlm" Problem
Hi,
I tried to compute maximum likelihood under gamma distribution,
using nlm function. The code is this:
__BEGIN__
vsamples<- c(103.9, 88.5, 242.9, 206.6, 175.7, 164.4)
mlogl <- function(alpha, x) {
if (length(alpha) > 1) stop("alpha must be scalar")
if (alpha <= 0) stop("alpha must be positive")
return(- sum(dgamma(x, shape = alpha, log = TRUE)))
2009 Oct 27
1
Poisson dpois value is too small for double precision thus corrupts loglikelihood
Hi - I have a likelihood function that involves sums of two possions:
L = a*dpois(Xi,theta1)*dpois(Yi,theta2)+b*(1-c)*a*dpois(Xi,theta1+theta3)*dpois(Yi,theta2)
where a,b,c,theta1,theta2,theta3 are parameters to be estimated.
(Xi,Yi) are observations. However, Xi and Yi are usually big (>
20000). This causes dpois to returns 0 depending on values of theta1,
theta2 and theta3.
My first
2011 May 12
1
Maximization of a loglikelihood function with double sums
Dear R experts,
Attached you can find the expression of a loglikelihood function which I
would like to maximize in R.
So far, I have done maximization with the combined use of the
mathematical programming language AMPL (www.ampl.com) and the solver
SNOPT (http://www.sbsi-sol-optimize.com/manuals/SNOPT%20Manual.pdf).
With these tools, maximization is carried out in a few seconds. I wonder
if that
2011 Apr 10
1
MLE where loglikelihood function is a function of numerical solutions
Hi there,
I'm trying to solve a ML problem where the likelihood function is a function
of two numerical procedures and I'm having some problems figuring out how to
do this.
The log-likelihood function is of the form L(c,psi) = 1/T sum [log (f(c,
psi)) - log(g(c,psi))], where c is a 2xT matrix of data and psi is the
parameter vector. f(c, psi) is the transition density which can be
2012 May 10
0
disagreement in loglikelihood and deviace in GLM with weights leads to different models selected using step()
In species distribution modeling where one uses a large sample of
background points to capture background variation in
presence\pseudo-absence or use\available models (0\1 response) it is
frequently recommended that one weight the data so the sum of the absence
weights is equal to the sum of presence weights so that the model isn?t
swamped by an overwhelming and arbitrary number of background
2006 Mar 31
1
loglikelihood and lmer
Dear R users,
I am estimating Poisson mixed models using glmmPQL
(MASS) and lmer (lme4). We know that glmmPQL do not
provide the correct loglikelihood for such models (it
gives the loglike of a 'pseudo' or working linear
mixed model). I would like to know how the loglike is
calculated by lmer.
A minor question is: why do glmmPQL and lmer give
different degrees-of-freedom for the same
2011 Apr 15
3
GLM output for deviance and loglikelihood
It has always been my understanding that deviance for GLMs is defined
by;
D = -2(loglikelihood(model) - loglikelihood(saturated model))
and this can be calculated by (or at least usually is);
D = -2(loglikelihood(model))
As is done so in the code for 'polr' by Brian Ripley (in the package
'MASS') where the -loglikehood is minimised using optim;
res <-