Forum: open-discussion

RE: maxlik MLE program [ Reply ] By: Ott Toomet on 2020-12-05 18:04	[forum:48529]
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maxlik MLE program [ Reply ]
By: Ayesha Israr on 2020-12-05 13:32

[forum:48528]

please help me ingetting rid of the error in following program. Its urgent please try to reply soon#__________defining the pmf of Mittah-Leffler Type Poisson distribution_________
rm(list=ls())
library(maxLik)
dMLP<-function(v,lamdas,thetas,etas){
MLP<-((lamdas^v)/(((sum(lamdas^v))/gamma((thetas*v)+etas))*gamma((thetas*v)+etas)))
}
#-----------------------------Negative log-likelihood-----------------------
loglik<-function(par){

lamdas=par[1]
thetas=par[2]
etas=par[3]
z<-thetas*v+etas
sum(v*log(lamdas)-sum(v*log(lamdas)-log(gamma(z)))-log(gamma(z)))
}

#___________________________Defining gradients(1st derivatives)_____________
grad<-function(pars, v){
lamdas=par[1]
thetas=par[2]
etas=par[3]
z<-thetas*v+etas
grad.values<-numeric(3)
grad.values[1]<-sum((v/lamdas)-sum(v/lamdas))
grad.values[2]<-sum((sum(v*digamma(z))-v*digamma(z)))
grad.values[3]<-sum(sum(digamma(z))-digamma(z))
return(grad.values)
}
#___________________________Definng the Hessian(2nd derivative)____________
hessian <- function(pars, v) {
lamdas=par[1]
thetas=par[2]
etas=par[3]
z<-thetas*v+etas
hess.values<-matrix(0,nrow=3,ncol=3)
hess.values[1,1]<-sum((-v/(lamdas)^2) +sum(v/(lamdas)^2))
hess.values[1,2]<-0
hess.values[1,3]<-0
hess.values[2,1]<-0
hess.values[2,2]<-sum((sum(v^2*trigamma(z))-v^2*trigamma(z)))
hess.values[2,3]<-sum((sum(v*trigamma(z))-v*trigamma(z)))
hess.values[3,1]<-0
hess.values[3,2]<-sum((sum(v*trigamma(z))-v*trigamma(z)))
hess.values[3,3]<-sum(sum(trigamma(z))-trigamma(z))
return(hess.values)
}
v=c(13, 52, 6, 40, 10, 7, 66, 10, 10, 14, 16, 4, 65, 5, 11, 10, 15, 5,
76, 56, 88, 24, 51, 4, 40, 8, 18, 5, 16, 50, 40, 1, 36, 5, 10, 91,18, 1,
18, 6, 1, 23, 15, 18, 12, 12, 17, 3)
v
summary(v)

MittagMLE <- maxLik(loglik, grad = grad, hess = hessian,
method = "NR", start = c(5,2,2),v=v)
summary(MittagMLE)

Welcome to Open-Discussion [ Reply ] By: Martin Kober on 2008-09-19 08:25	[forum:837]
Welcome to Open-Discussion