Hello,
I have being trying to estimate the parameters of the?generalized?exponential distribution. The random number generation for the GE distribution is?x<-(-log(1-U^(1/p1))/b), where U stands for uniform dist. The data i have generated to estimate the parameters is right censored and the code is given below; The problem is that, the newton-Raphson approach isnt working and i do not know what is wrong.?Can somebody suggest something or help in identifying what the problem might be.?
p1<-0.6;b<-2
n=20;rr=5000
U<-runif(n,0,1)
for (i in 1:rr){
x<-(-log(1-U^(1/p1))/b)
?meantrue<-gamma(1+(1/p1))*b
? meantrue
? d<-meantrue/0.30
? cen<- runif(n,min=0,max=d)
? s<-ifelse(x<=cen,1,0)
? q<-c(x,cen)
? ? z<-function(data, p){?
? ? shape<-p[1]
? ? scale<-p[2]
? ? log1<-n*sum(s)*log(p[1])+ n*sum(s)*log(p[2])+(p[1]-1)*sum(s)*log(1-((exp(-(p[2])*sum(x)))))
-(p[2])*sum(t) + (p[1])*log((exp(-(p[2])*sum(x))))-
(p[1])*sum(s)*log((exp(-(p[2])*sum(x))))
? return(-log1)
? }
}
? start <- c(1,1)
? zz<-optim(start,fn=z,data=q,hessian=T)
? zz
? m1<-zz$par[2]
? p<-zz$par[1]?
Thank you
Chris Kelvin
INSPEM. UPM