[R] loop in optim

[EdBo]

Hi

I have re-worked on my likelihood function and it is now working(#the code
is below#).

 May you help me correct my loop function.

 I want optim to estimates al_j; au_j; sigma_j;  b_j by looking at 0 to 20,
 21 to 40, 41 to 60 data points.

 The final result should have 4 columns of each of the estimates AND 4 rows
 of each of 0 to 20, 21 to 40, 41 to 60.

#likelihood function
a=read.table("D:/hope.txt",header=T)
attach(a)
a
llik = function(x) 
   { 
    al_j=x[1]; au_j=x[2]; sigma_j=x[3];  b_j=x[4]
    sum(na.rm=T,
        ifelse(a$R_j< 0, log(1/(2*pi*(sigma_j^2)))-
                           (1/(2*(sigma_j^2))*(a$R_j+al_j-b_j*a$R_m))^2, 
         ifelse(a$R_j>0 , log(1/(2*pi*(sigma_j^2)))-
                           (1/(2*(sigma_j^2))*(a$R_j+au_j-b_j*a$R_m))^2,
				log(ifelse (( pnorm (au_j, mean=b_j * a$R_m, sd= sqrt(sigma_j^2))-
                           pnorm(al_j, mean=b_j * a$R_m, sd=sqrt (sigma_j^2)
)) > 0,
					(pnorm (au_j,mean=b_j * a$R_m, sd= sqrt(sigma_j^2))-
                           pnorm(al_j, mean=b_j * a$R_m, sd= sqrt(sigma_j^2)
)),
					1)) ))
      )
   } 
start.par = c(-0.01,0.01,0.1,1) 
out1 = optim(llik, par=start.par, method="Nelder-Mead")
out1

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