2 messages · toh, Ben Bolker
Hi, I need help to write the following log-likelihood function in R: log(L) = sum [(y_k - y_k-1).log(m(t_k) - m(t_k-1)) - (m(t_k) - m(t_k-1)) - log((y_k -y_k-1)!)] I need to write this log-likelihood function in order to find the parameters by MLE method. Appreciate the help.
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toh <tohbin <at> yahoo.com> writes:
Hi, I need help to write the following log-likelihood function in R: log(L) = sum [(y_k - y_k-1).log(m(t_k) - m(t_k-1)) - (m(t_k) - m(t_k-1)) - log((y_k -y_k-1)!)] I need to write this log-likelihood function in order to find the parameters by MLE method.
if you have a vector y_k then diff(y_k) should give you a vector
corresponding to (y_k - y_k-1) [I assume you mean y_{k-1} rather
than {y_k}-1 above!]
log(x!) is lfactorial(x) in R
sum() works as expected
the rest should be pretty easy ...
Ben Bolker