R/mymlnorm.R

In medgar591/MATH4753EDGAR: Learning Package

#' @title mymlnorm
#'
#' @param x Vector of sample values
#' @param mu Either the population mean or a sequence of values guessing at it
#' @param sig Either the population std deviation or a sequence of values guessing at it
#' @param ...
#'
#' @return Calculations giving results as well as a graph
#' @export
#'
#' @examples
mymlnorm <- function(x,mu,sig,...){  #x sample vector
  nmu = length(mu) # number of values in mu
  nsig = length(sig)
  n = length(x) # sample size
  zz = c()    ## initialize a new vector
  lfun <- function(x,m,p) log(dnorm(x,mean=m,sd=p))   # log lik for normal
  for(j in 1:nsig) {
    z = outer(x,mu,lfun,p=sig[j]) # z a matrix
    # col 1 of z contains lfun evaluated at each x with first value of mu,
    # col2 each x with 2nd value of m
    # all with sig=sig[j]
    y = apply(z,2,sum)
    # y is a vector filled with log lik values,
    # each with a difft mu and all with the same sig[j]
    zz=cbind(zz,y)
    ## zz is the matrix with each column containing log L values, rows difft mu, cols difft sigmas
  }
  maxl = max(exp(zz))
  coord = which(exp(zz)==maxl,arr.ind=TRUE)
  maxlsig = apply(zz,1,max)
  contour(mu,sig,exp(zz),las=3,xlab=expression(mu),ylab=expression(sigma),axes=TRUE,
          main = expression(paste("L(",mu,",",sigma,")",sep="")),...)
  mlx = round(mean(x),2)  # theoretical
  mly = round(sqrt((n-1)/n)*sd(x),2)
  #axis(1,at=c(0:20,mlx),labels=sort(c(0:20,mlx)))
  #axis(2,at=c(0:20,mly),labels=TRUE)
  abline(v=mean(x),lwd=2,col="Green")
  abline(h=sqrt((n-1)/n)*sd(x),lwd=2,col="Red")

  # Now find the estimates from the co-ords
  muest = mu[coord[1]]
  sigest = sig[coord[2]]

  abline(v=muest, h=sigest)
  return(list(x=x,coord=coord,maxl=maxl))
}