[R] maximizing log-likelihood function

Christian Schulz ozric at web.de
Wed Sep 29 16:39:06 CEST 2004


Hello,

I know that i have to use optim, but i'm confused how its
possible  maximize  the sum over all l[i] and get the optimized
r  and alpha?

LL <- function(trans,time){
   for(i in 1:length(trans){
     l[i] <- log(lgamma(r+trans[i] - 
gamma(r+1)*(alpha/alpha+t[i]))**r)*(t[i]/alpha+t[i])**trans[i]
}
return(sum(l))
   }

i'm confused how i have to set r and alpha 
and i found no related help in archives?

...in Excel it works with solver but only for ~65.000 rows :-)

#This notation is 1 for trans  and 1  for time insteda the Startvalues for r 
and alpha?

optim(c(1,1),-LL)

many thanks  for an easy example or hint 
regards,christian




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