Displaying 20 results from an estimated 600 matches similar to: "Place constrictions on parameters when using Optim and MaxLik"
2010 Sep 14
2
Can I monitor the iterative/convergence process while using Optim or MaxLik?
Hi R-helpers,
Is it possible that I have the estimates from each step/iteration shown on
the computer screen in order to monitor the process while I am using Optim
or MaxLik?
Thanks for your help.
Maomao
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2011 Mar 20
3
How to draw a map of Europe?
Hi R users,
I need to draw a map of select European countries with country names shown
on the map. Does anyone know how to do this in R?
Also, is it possible to draw a historical map of European countries using R?
Thanks a lot for your help.
Maomao
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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
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
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2010 Aug 28
1
maxNR in maxLik package never stops
Greetings,
I use maxNR function under maxLik package to find the REML estimates of the parameters of variance components in heteroskedastic linear regression models. I assume that in the model there is additive/multiplicative/mixed heteroskedasticity and I need estimate the respective parameters of additive/multiplicative/mixed variance components.
For my research purposes I make a
2010 Oct 15
1
Problem using BRugs
Hi R users,
I am trying to call openbugs from R. And I got the following error message:
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
model is syntactically correct
expected the collection operator c error pos 8 (error on line 1)
variable ww is not defined in model or in data set
[1] "C:\\DOCUME~1\\maomao\\LOCALS~1\\Temp\\RtmpqJk9R3/inits1.txt"
2010 Jul 27
1
Can I create an European map using the map function in R
Hi,
I am trying to create a spatial weight matrix based on the neighboring relationship among Europan countries. Can I use the map function in R to generate a European map and then use this map to build the w weight matrix? So far, I cannot create a map for Finland using the map function.
Also, I am not very sure about the steps in importing external map data and use that information to
2012 Feb 01
3
Probit regression with limited parameter space
Dear R helpers,
I need to estimate a probit model with box constraints placed on several of
the model parameters. I have the following two questions:
1) How are the standard errors calclulated in glm
(family=binomial(link="probit")? I ran a typical probit model using the
glm probit link and the nlminb function with my own coding of the
loglikehood, separately. As nlminb does not
2010 Oct 25
1
if statement and truncated distribution
Hi R helpers,
I am trying to use the if statement to generate a truncated random variable
as follows:
if (y[i]==0) { v[i] ~ rnorm(1,0,1) | (-inf ,0) }
if (y[i]==1) { v[i] ~ rnorm(1,0,1) | (0, inf) }
I guess I cannot use " | ( , ) " to restrict the range of a variable in R.
Could you let me know how to write the code correctly in R?
Many thanks for your help.
Maomao
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2016 Oct 08
4
optim(…, method=‘L-BFGS-B’) stops with an error message while violating the lower bound
Hello:
The development version of Ecdat on R-Forge contains a vignette
in which optim(?, method=?L-BFGS-B?) stops with an error message while
violating the lower bound.
To see all the details, try the following:
install.packages("Ecdat", repos="http://R-Forge.R-project.org")
Then do "help(pac=Ecdat)" -> "User guides, package
2011 Apr 10
0
maxLik package.
Dear Sir/ Madam,
I have some enquiry in R about maxLik package where, in this package we have the
usage
maxLik(logLik, grad, hess, start, method, iterlim, print.level) when I used
this with print.level equals to 3 I could have estimates of parameters at each
iteration but I do not know how can I call the information in the level. Is
there any way can help me to call the information within
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 "micEcon" contains the
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 "micEcon" contains the
2010 Aug 25
3
What does this warning message (from optim function) mean?
Hi R users,
I am trying to use the optim function to maximize a likelihood funciton, and
I got the following warning messages.
Could anyone explain to me what messege 31 means exactly? Is it a cause for
concern?
Since the value of convergence turns out to be zero, it means that the
converging is successful, right?
So can I assume that the parameter estimates generated thereafter are
reliable MLE
2010 Sep 04
3
How can I fixe convergence=1 in optim
Hi R users,
I am using the optim funciton to maximize a log likelihood function. My
code is as follows:
p<-optim(c(-0.2392925,0.4653128,-0.8332286, 0.0657, -0.0031, -0.00245,
3.366, 0.5885, -0.00008,
0.0786,-0.00292,-0.00081, 3.266, -0.3632, -0.000049, 0.1856,
0.00394, -0.00193, -0.889, 0.5379, -0.000063,
0.213, 0.00338, -0.00026, -0.8912, -0.3023, -0.000056), f,
2010 May 10
2
Robust SE & Heteroskedasticity-consistent estimation
Hi,
I'm using maxlik with functions specified (L, his gradient & hessian).
Now I would like determine some robust standard errors of my estimators.
So I 'm try to use vcovHC, or hccm or robcov for example
but in use one of them with my result of maxlik, I've a the following
error message :
Erreur dans terms.default(object) : no terms component
Is there some attributes
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, simply
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
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