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[问答] 大神们,我在用R做极大似然估计时用optim函数,遇到下面情况。 [推广有奖]

11
NEWJ 发表于 2018-5-7 12:43:09
qoiqpwqr 发表于 2016-3-8 21:12
把mleFun改成

mleFun
大神,我也遇到了一样的问题,我试着用constrOptim,但是总是不对,小白一个,求指教,谢谢!
  1. x=c(5830.1388,6057.4672,5374.9896,5597.706,5405.6164,6103.7208,5967.0192,6210.5116,5979.198,5798.0784,5532.1528,5796.4212,5705.8836,6070.54,5993.3904,6196.4348,6231.6732,6242.1056,6090.732,6448.5524,5887.5668,5999.7752,5328.1776,5220.774,5033.5644,5451.5488,5450.7272,5783.0996,5898.666,5862.4264,5919.3808,5887.5292,5860.8716,5909.408,6044.1384,6057.0628,6059.1812,6176.4936,6121)
  2. weibull=function(theta,x){
  3. k=theta[1]
  4.   lamda=theta[2]
  5. n=length(x)
  6.   logL=n*log(k)-n*k*log(lamda)+(k-1)*sum(log(x))-(1/(lamda**k))*sum(x**k)
  7. return (-logL)
  8. }
  9. result2 <- optim(c(20,6000),weibull,x=x)
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