CODEWITHSUNDEEP
rstatistics
Mads Obi
Mads Obi

Reputation: 560

Implementing a function in R that computes minus-log-likelihood

Homework.

I am new to R and statistics. I have a problem where is should implement a user defined function that takes degrees of freedom ("df") and a data set as arguments and returns the minus-log-likelihood. It is assmued that the data is chi-squared distrbuted with "df" degrees of freedom.

I know the minus-log-likelihood is defined as:

Minus-log-likelihood

I will only apply this function to the same data set, so my function can have the signature: loglike <- function(df)

Edit: I followed the user shadows advice and tried to write the function:

 loglike <- function(df) {
 value <- sum(-log(dchisq(data, df)))
 return(value)
 }

Can this be right?

Upvotes: 0

Views: 237

Answers (1)

J.R.
J.R.

Reputation: 3888

The log likelihood:

   minusLogLike <- function(df, data) -sum(dchisq(data, df, log=TRUE))

Notice the use of log=TRUE. A little example of estimating by MLE follows:

dat <- rchisq(100,5)
optim(2, minusLogLike, lower=1, upper=10, method="Brent", data=dat)

Upvotes: 1

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