similar to: help with the maxBHHH routine

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))});

>>>>> Steven Yen >>>>> on Fri, 9 Oct 2020 05:39:48 +0800 writes: > 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

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

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).

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

Hi, I have been using R for close to two years now and have grown quite comfortable with the language. I am presently trying to implement an optimization routine in R (Newton Rhapson). I have some R functions that calculate the gradient and hessian (pre requisite matrices) fairly efficiently. Now, I have to call this function iteratively until some convergance criterion is reached. I think the

Hi there, I need to run a Tobit Fixed Effects in a panel data with 4500 units for 8 years. It is a huge data set, my dependent variable is left truncated at zero, the distribution is skewed and my panel is balanced. Any suggestions on how to do that in R? I tried stuff like survreg, censReg, and tobit but none of them were satisfactory. Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD

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

Hi All, Are there any known implementations of static inter-procedural slicing for LLVM (especially forward slicing)? I did find a few references to it in the archives dating back to 2008, but am not sure what the current status is. Any pointers would be highly appreciated. Thanks Rohit Grad Student Middleware Security and Testing Group http://cs.wisc.edu/mist University of Wisconsin-Madison

Hello all, I am a grad student looking to get my hands wet contributing to LLVM. I have done an undergrad course in Compilers. I have some knowledge of parsers, code generation, optimization, IR and other topics taught in an undergrad course. I have worked through quite a bit of the dragon book. Is there a guide to get newbie devs up to speed on the process of contributing? Do I just build the

Hi R community, I have a question I'm sure is very simple for most of you. I have a list, with each element being a matrix and the names of the elements are numbers (like 1,3,...). I can extract the matrices and the names individually. Now, I want to multiply each of the names to the individual list matrices (after converting to numbers of course). I could use a for loop, but the very

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

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 R community, I have two questions about using R. The first is about dividing each element of a list with another similar sized list. So, if the first list has two elements and so does the second, then the result should also be a list with two elements. For example, the inputs are: list(matrix(1:6,ncol=2),matrix(1:6,ncol=2))->l1 l2<-list(1:3,2) I want to get a list, l3 with the

GENERAL REFERENCE ON NONLINEAR OPTIMIZATION? What are your favorite references on nonlinear optimization? I like Bates and Watts (1988) Nonlinear Regression Analysis and Its Applications (Wiley), especially for its key insights regarding parameter effects vs. intrinsic curvature. Before I spent time and money on several of the refences cited on the help pages for "optim",

Thanks Martin for help. I will give it a shot. Regards Rohit Singh On Thu, 6 Dec 2018 at 2:55 PM, Martin Kletzander <mkletzan@redhat.com> wrote: > On Wed, Dec 05, 2018 at 09:44:17PM +0530, ROHIT SINGH wrote: > >Hi Martin, > > > >Could you please help me with below issue, I am not sure what’s wrong > here. > >Please find below code and error snippet. > >

Hi Martin, Could you please help me with below issue, I am not sure what’s wrong here. Please find below code and error snippet. Thanks for help. Code Snippet: - from __future__ import print_function import sys import libvirt SASL_USER = <username> SASL_PASS = <password> def request_cred(credentials, user_data): for credential in credentials: if credential[0] ==

On Wed, Nov 28, 2018 at 10:24:55PM +0530, ROHIT SINGH wrote: >Hi Martin, > >Could you please point me to any example codes in python present for esx? >Suppose, I have to power off and power on esx virtual machine, can i get >this code somewhere on python to develop some understanding. > https://www.mail-archive.com/libvir-list@redhat.com/msg17903.html >Actually, I am not

On Wed, Dec 12, 2018 at 03:03:41PM +0530, ROHIT SINGH wrote: >Thanks Martin, It’s working now. >Could you please help me with role of xml in libvirt api and what if I >don’t want use of xml in my code. >Please let me know. > Libvirt uses XML for most of the APIs. Depends what you need to do you can transform it with xmltodict or use some higher level API. I'm not sure I can

Thanks, I'll check it out. On Wed, 28 Nov 2018 at 9:31 PM, Martin Kletzander <mkletzan@redhat.com> wrote: > On Mon, Nov 26, 2018 at 04:11:20PM +0530, ROHIT SINGH wrote: > >Hi, > > > >I am doing poc for using libvirt api for implementation of esx in python. > > > >I tried researching through module but did not find a way how it works for > >esx.