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R version 2.14.0 alpha (2011-10-03 r57134)Copyright (C) 2011 The R Foundation for Statistical ComputingISBN 3-900051-07-0Platform: x86_64-unknown-linux-gnu (64-bit)R is free software and comes with ABSOLUTELY NO WARRANTY.You are welcome to redistribute it under certain conditions.Type 'license()' or 'licence()' for distribution details.Natural language support but running in an English localeR is a collaborative project with many contributors.Type 'contributors()' for more information and'citation()' on how to cite R or R packages in publications.Type 'demo()' for some demos, 'help()' for on-line help, or'help.start()' for an HTML browser interface to help.Type 'q()' to quit R.> pkgname <- "stats4"> source(file.path(R.home("share"), "R", "examples-header.R"))> options(warn = 1)> library('stats4')>> assign(".oldSearch", search(), pos = 'CheckExEnv')> cleanEx()> nameEx("mle")> ### * mle>> flush(stderr()); flush(stdout())>> ### Name: mle> ### Title: Maximum Likelihood Estimation> ### Aliases: mle> ### Keywords: models>> ### ** Examples>> ## Avoid printing to unwarranted accuracy> od <- options(digits = 5)> x <- 0:10> y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)>> ## Easy one-dimensional MLE:> nLL <- function(lambda) -sum(stats::dpois(y, lambda, log=TRUE))> fit0 <- mle(nLL, start = list(lambda = 5), nobs = NROW(y))> # For 1D, this is preferable:> fit1 <- mle(nLL, start = list(lambda = 5), nobs = NROW(y),+ method = "Brent", lower = 1, upper = 20)> stopifnot(nobs(fit0) == length(y))>> ## 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, nobs = length(y)))Call:mle(minuslogl = ll, nobs = length(y))Coefficients:ymax xhalf24.9931 3.0571> mle(ll, fixed = list(xhalf = 6))Call:mle(minuslogl = ll, fixed = list(xhalf = 6))Coefficients:ymax xhalf19.288 6.000> ## 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))Call:mle(minuslogl = ll2, method = "L-BFGS-B", lower = rep(0, 2))Coefficients:ymax xhalf24.9994 3.0558>> AIC(fit)[1] 61.208> BIC(fit)[1] 62.004>> summary(fit)Maximum likelihood estimationCall:mle(minuslogl = ll, nobs = length(y))Coefficients:Estimate Std. Errorymax 24.9931 4.2244xhalf 3.0571 1.0348-2 log L: 57.208> logLik(fit)'log Lik.' -28.604 (df=2)> vcov(fit)ymax xhalfymax 17.8459 -3.7206xhalf -3.7206 1.0708> plot(profile(fit), absVal = FALSE)> confint(fit)Profiling...2.5 % 97.5 %ymax 17.8845 34.6194xhalf 1.6616 6.4792>> ## Use bounded optimization> ## The lower bounds are really > 0,> ## but we use >=0 to stress-test profiling> (fit2 <- mle(ll, method = "L-BFGS-B", lower = c(0, 0)))Call:mle(minuslogl = ll, method = "L-BFGS-B", lower = c(0, 0))Coefficients:ymax xhalf24.9994 3.0558> plot(profile(fit2), absVal=FALSE)>> ## a better parametrization:> ll3 <- function(lymax = log(15), lxhalf = log(6))+ -sum(stats::dpois(y, lambda=exp(lymax)/(1+x/exp(lxhalf)), log=TRUE))> (fit3 <- mle(ll3))Call:mle(minuslogl = ll3)Coefficients:lymax lxhalf3.2189 1.1170> plot(profile(fit3), absVal = FALSE)> exp(confint(fit3))Profiling...2.5 % 97.5 %lymax 17.8815 34.6186lxhalf 1.6615 6.4794>> options(od)>>>> cleanEx()> nameEx("update-methods")> ### * update-methods>> flush(stderr()); flush(stdout())>> ### Name: update-methods> ### Title: Methods for Function 'update' in Package 'stats4'> ### Aliases: update-methods update,ANY-method update,mle-method> ### Keywords: methods>> ### ** Examples>> x <- 0:10> y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8)> ll <- function(ymax=15, xhalf=6)+ -sum(stats::dpois(y, lambda=ymax/(1+x/xhalf), log=TRUE))> fit <- mle(ll)Warning in dpois(x, lambda, log) : NaNs produced> ## note the recorded call contains ..1, a problem with S4 dispatch> update(fit, fixed=list(xhalf=3))Call:mle(minuslogl = ll, fixed = ..1)Coefficients:ymax xhalf25.19609 3.00000>>>> ### * <FOOTER>> ###> cat("Time elapsed: ", proc.time() - get("ptime", pos = 'CheckExEnv'),"\n")Time elapsed: 0.763 0.011 0.779 0 0> grDevices::dev.off()null device1> ###> ### Local variables: ***> ### mode: outline-minor ***> ### outline-regexp: "\\(> \\)?### [*]+" ***> ### End: ***> quit('no')