CODEWITHSUNDEEP
rmle
Kevin Wang
Kevin Wang

Reputation: 1

I try to run MLE, and get the Error in if (!all(lower[isfixed] <= fixed[isfixed] & fixed[isfixed] <= : missing value where TRUE/FALSE needed

I try to run MLE, and get the

Error in if (!all(lower[isfixed] <= fixed[isfixed] & fixed[isfixed] <= :
missing value where TRUE/FALSE needed constantly,

The negative likelihood function

likelihood.normal <- function (mu,sigma,y ){
  pdf_yt <- dnorm(y, mu, sigma, log= FALSE) 
  -sum(log(pdf_yt))
}

The MLE command

library(stats4)
est.normal<-c(est$mean, est$sd)
bound.lower <-est.normal*0.5 # set the lower bound for the method "L-BFGS-B"
bound.upper <-est.normal*2.0 # set the upper bound for the method "L-BFGS-B"

est.mle<-mle(minuslogl =likelihood.normal, start= list(mu = est$mean, sigma = est$sd),method="L-BFGS-B",fixed = list(y= return.log), lower=bound.lower, upper= bound.upper)

If the fixed parameter is removed, the issue is gone. But I need the fixed parameter.

Upvotes: 0

Views: 510

Answers (2)

Don
Don

Reputation: 1

Had this same issue. Changing "fixed =" to "data =" and using mle2 from the bbmle package solved it for me.

Upvotes: 0

James Bender
James Bender

Reputation: 163

I too came across this error, and I believe it to be due to package dependency issues within the stats4::mle package.

When I submitted the project, I took a functional approach instead. Create a function that generates a function of the parameters with the data already preset as in the following:

logLikelihood.Norm.Function <- function (y) {
    logLikelihood.ParamFunc <- function (mu, sigma) {
        n <- length(y)
        pdf_yt <- dnorm(y, mu, sigma, log = FALSE)
        log.likelihood.value <- -sum(log(pdf_yt))
        return(log.likelihood.value)
    }
    return(logLikelihood.ParamFunc)
}

Upvotes: 0

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