### Name: mle ### Title: Maximum Likelihood Estimation ### Aliases: mle ### Keywords: models ### ** Examples x <- 0:10 y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8) ## This needs a constrained parameter space: most methods will accept NA ll <- function(ymax=15, xhalf=6) if(ymax > 0 && xhalf > 0) -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE)) else NA (fit <- mle(ll)) mle(ll, fixed=list(xhalf=6)) ## alternative using bounds on optimization ll2 <- function(ymax=15, xhalf=6) -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE)) mle(ll2, method="L-BFGS-B", lower=rep(0, 2)) summary(fit) logLik(fit) vcov(fit) plot(profile(fit), absVal=FALSE) confint(fit) ## use bounded optimization ## the lower bounds are really > 0, but we use >=0 to stress-test profiling (fit1 <- mle(ll, method="L-BFGS-B", lower=c(0, 0))) plot(profile(fit1), absVal=FALSE) ## a better parametrization: ll2 <- function(lymax=log(15), lxhalf=log(6)) -sum(stats::dpois(y, lambda=exp(lymax)/(1+x/exp(lxhalf)), log=TRUE)) (fit2 <- mle(ll2)) plot(profile(fit2), absVal=FALSE) exp(confint(fit2))