[R] Fisher Imformation
Uwe Ligges
ligges at statistik.tu-dortmund.de
Sat Feb 4 18:03:55 CET 2012
On 04.02.2012 15:36, Christopher Kelvin wrote:
>
> Hello,
> i have used the code below to estimate the parameters of weibull distribution and i want to obtain the fisher information
> by providing the the next code but i receive errors anytime i try to, what do i do?
> by the way is my replication correct and is it placed at the right position for replicating x to obtain the estimates
> thank you
>
> n=100
> library(survival)
> x<-rweibull(n,0.8,1.5)
> q<-replicate(1000,x)
> z<-function(p){
> beta<-p[1]
> eta<-p[2]
> log1<-(n*log(beta)-n*beta*log(eta)+(beta-1)*sum(log(x))-sum((x/eta)^beta))
> return(-log1)
> }
> zz<-optim(c(0.5,0.5),z)
> zz
>
> library(MASS)
> out<- nlm(z,zz,x=x hessian = TRUE)
Syntactically wrong: A comma is missing.
Meaningless: zz is an object returned by optim. You cannot use such an
object as starting value for the opimization of your z function.
Uwe Ligges
> fish<- out$hessian
> fish
> solve(fish)
>
>
>
> Chris Guure
> postgraduate researcher/tutor
> Institute for Mathematical Research
> Universiti Putra Malaysia
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help
mailing list