MLE: MLE using R.

In Hope0/StatComp18033: MLE MCMC and quicksort

Description

MLE is a fundamental estimation method of parameter, the function is working in condition that sample is independent identical distribution (iid)

Usage

MLE(n, data, stheta, llm, is.log = TRUE)

Arguments

n	the numbers of data
data	which dim is n*p, p is the length of one sample
stheta	the vector with length p, the initial value of optimization function
llm	the function of likelihood of one sample and the parameter, input should be (parameter,sample)
is.log	logical; if TRUE, the return values of llm are given as log

Value

the MLE estimation of parameter

Examples

## Not run: 
llm1<- function(data,theta) return(dnorm(data,theta[1],theta[2]))
llm2<- function(data,theta) return(dnorm(data,theta[1],theta[2],log=TRUE))
MLE(10,X[1:10],c(-1,2),llm1,FALSE)
MLE(100,X,c(2,0.5),llm2,TRUE)

## End(Not run)

Hope0/StatComp18033 documentation built on May 5, 2019, 11:06 p.m.