I'm running models with various initial values, and I'm trying to append values (3 estimators) by rows to a dataframe in a loop. I assign values to estimators within the loop, but I can't recall them to produce a dataframe.
My code: f is the model for the estimation. Three parameters: alpha, rho, and lambda in the model. I want to output these 3 values.
library("maxLik")
f <- function(param) {
alpha <- param[1]
rho <- param[2]
lambda <- param[3]
u <- 0.5 * (dataset$v_50_1)^alpha - 0.5 * lambda * (dataset$v_50_2)^alpha
p <- 1/(1 + exp(-rho * u))
logl <- sum(dataset$gamble * log(p) + (1 - dataset$gamble) * log(1 - p))
}
df <- data.frame(alpha = numeric(), rho = numeric(), lambda = numeric())
for (j in 1:20) {
tryCatch({
ml <- maxLik(f, start = c(alpha = runif(1, 0, 2), rho = runif(1, 0, 4), lambda = runif(1,
0, 10)), method = "NM")
alpha[j] <- ml$estimate[1]
rho[j] <- ml$estimate[2]
lambda[j] <- ml$estimate[3]
}, error = function(e) {NA})
}
output <- data.frame(alpha, rho, lambda)
error occurs:
Error in data.frame(alpha, rho, lambda) : object 'alpha' not found
Expected output
alpha rho lambda
0.4 1 2 # estimators append by row.
0.6 1.1 3 # each row has estimators that are estimated
0.7 1.5 4 # by one set of initial values, there are 20
# rows, as the estimation loops for 20 times.
I am running an example, by changing the function f
library("maxLik")
t <- rexp(100, 2)
loglik <- function(theta) log(theta) - theta*t
df <- data.frame(alpha = numeric(), rho = numeric(), lambda = numeric())
for (j in 1:20){
tryCatch({
ml <- maxLik(loglik, start = c(alpha = runif(1, 0, 2), rho = runif(1, 0, 4),
lambda = runif(1, 0, 10)), method = "NM")
df <- rbind(df, data.frame(alpha = ml$estimate[1],
rho = ml$estimate[2],
lambda = ml$estimate[3]))
# I tried to append values for each column
}, error = function(e) {NA})}
> row.names(df) <- NULL
> head(df)
alpha rho lambda
1 2.368739 2.322220 2.007375
2 2.367607 2.322328 2.007093
3 2.368324 2.322105 2.007597
4 2.368515 2.322072 2.007334
5 2.368269 2.322071 2.007142
6 2.367998 2.322438 2.007391
Related
I wrote the code as like below, and sometime it gets proper value but sometime it could not give me the value for a long time.
I guess it looks like it has infinite problem with while function but I couldn't get it how to fix it.
I've already tried to search about the while loop but I guess I wrote proeprly but I couldn't get it why it sometime run properly and sometime run not.
Could you please give me advice or the proper modification?
Thank you.
rm(list=ls())
library(readxl)
library(dplyr)
library(ggplot2)
library(MASS)
# Mean Vector, Covariance Matrix Construction
mu <- c(0,0,0)
mu <- t(mu)
mu <- t(mu)
mu
# Construct 40 random variables for Phase II
mu2 <- c(1, 2, 1)
mu2 <- t(mu2)
mu2 <- t(mu2)
mu2
Sigma <- matrix(c(1, 0.9, 0.9, 0.9, 1, 0.9, 0.9, 0.9, 1), 3)
Sigma
getResult <- function(Result) {
# Construct 50 Random Variables for Phase I
Obs <- mvrnorm(50, mu = mu, Sigma = Sigma)
VecT2 <- apply(Obs, 2, mean)
VecT2 <- round(VecT2, 3)
ST2 <- cov(Obs)
ST2 <- round(ST2, 3)
Obs <- as.matrix(Obs)
T2All <- rep(0, nrow(Obs))
for(i in 1:nrow(Obs)) {
T2All[i] = t(Obs[i, ] - VecT2) %*% solve(ST2) %*% (Obs[i, ] - VecT2)
}
# Construct Control Limit
Alpha <- 0.005
M <- nrow(Obs)
M
p <- ncol(Obs)
p
UCL <- ((p * (M-1) * (M + 1))) / ((M - p) * M) * qf((1-Alpha), p, (M-p))
UCL <- round(UCL, 3)
Compare <- which(T2All > UCL)
# Repeat when is there are Out of Control in Phase I with eliminating it
while(isTRUE(Compare > UCL)) {
Obs <- Obs[-Compare,]
Alpha <- 0.005
M <- nrow(Obs)
p <- ncol(Obs)
UCL <- ((p * (M-1) * (M + 1))) / ((M - p) * M) * qf((1-Alpha), p, (M-p))
Compare <- which(T2All > UCL)
}
UCL <- round(UCL, 3)
# Prepare Observations two types of cases with Variable 20_1, Variable 20_2
Obs20_1 <- mvrnorm(20, mu = mu, Sigma = Sigma)
Obs20_2 <- mvrnorm(20, mu = mu2, Sigma = Sigma)
Obs40 <- rbind(Obs20_1, Obs20_2)
Obs40 <- as.matrix(Obs40)
T2 <- rep(0, nrow(Obs40))
for(i in 1:nrow(Obs40)) {
T2[i] = t(Obs40[i, ] - mu) %*% solve(Sigma) %*% (Obs40[i, ] - mu)
}
Result <- which(T2 > UCL)[1]
# Repeat when Out of Control occur in ARL0 section
while(isTRUE(Result < 20)) {
Obs20_1 <- mvrnorm(20, mu = mu, Sigma = Sigma)
Obs40 <- rbind(Obs20_1, Obs20_2)
Obs40 <- as.matrix(Obs40)
T2 <- rep(0, nrow(Obs40))
for(i in 1:nrow(Obs40)) {
T2[i] = t(Obs40[i, ] - mu) %*% solve(Sigma) %*% (Obs40[i, ] - mu)
}
Result <- which(T2 > UCL)[1]
}
Result
}
# Result
Final <- replicate(n = 200, expr = getResult(Result))
Final <- Final - 20
Final
mean(Final)
You could try using a for loop instead of a while loop.
I tried binary logistic regression with BFGS using maxlik, but i have included the feature as per the syntax i attached below, but the result is, but i get output like this
Maximum Likelihood estimation
BFGS maximization, 0 iterations
*Return code 100: Initial value out of range.
https://docs.google.com/spreadsheets/d/1fVLeJznB9k29FQ_BdvdCF8ztkOwbdFpx/edit?usp=sharing&ouid=109040212946671424093&rtpof=true&sd=true (this is my data)*
library(maxLik)
library(optimx)
data=read_excel("Book2.xlsx")
data$JKLaki = ifelse(data$JK==1,1,0)
data$Daerah_Samarinda<- ifelse(data$Daerah==1,1,0)
data$Prodi2 = ifelse(data$Prodi==2,1,0)
data$Prodi3 = ifelse(data$Prodi==3,1,0)
data$Prodi4 = ifelse(data$Prodi==4,1,0)
str(data)
attach(data)
ll<- function(param){
mu <- param[1]
beta <- param[-1]
y<- as.vector(data$Y)
x<- cbind(1, data$JKLaki, data$IPK, data$Daerah_Samarinda, data$Prodi2, data$Prodi3, data$Prodi4)
xb<- x%*%beta
pi<- exp(xb)
val <- -sum(y * log(pi) + (1 - y) * log(1 - pi),log=TRUE)
return(val)
}
gl<- funtion(param){
mu <- param[1]
beta <- param[-1]
y <- as.vector(data$Y)
x <- cbind(0, data$JKLaki,data$IPK,data$Daerah_Samarinda,data$Prodi2,data$Prodi3,data$Prodi4)
sigma <- x*beta
pi<- exp(sigma)/(1+exp(sigma))
v= y-pi
vx=as.matrix(x)%*%as.vector(v)
gg= colSums(vx)
return(-gg)}
mle<-maxLik(logLik=ll, grad=gl,hess=NULL,
start=c(mu=1, beta1=0, beta2=0, beta3=0, beta4=0, beta5=0, beta6=0,beta7=0), method="BFGS")
summary(mle)
can i get some help, i tired get this solution, please.
I have been able to optimize the log-likelihood with the following code :
library(DEoptim)
library(readxl)
data <- read_excel("Book2.xlsx")
data$JKLaki <- ifelse(data$JK == 1, 1, 0)
data$Daerah_Samarinda <- ifelse(data$Daerah == 1, 1, 0)
data$Prodi2 <- ifelse(data$Prodi == 2, 1, 0)
data$Prodi3 <- ifelse(data$Prodi == 3, 1, 0)
data$Prodi4 <- ifelse(data$Prodi == 4, 1, 0)
ll <- function(param, data)
{
mu <- param[1]
beta <- param[-1]
y <- as.vector(data$Y)
x <- cbind(1, data$JKLaki, data$IPK, data$Daerah_Samarinda, data$Prodi2, data$Prodi3, data$Prodi4)
xb <- x %*% beta
pi <- exp(mu + xb)
val <- -sum(y * log(pi) + (1 - y) * log(1 - pi))
if(is.nan(val) == TRUE)
{
return(10 ^ 30)
}else
{
return(val)
}
}
lower <- rep(-500, 8)
upper <- rep(500, 8)
obj_DEoptim_Iter1 <- DEoptim(fn = ll, lower = lower, upper = upper,
control = list(itermax = 5000), data = data)
lower <- obj_DEoptim_Iter1$optim$bestmem - 0.25 * abs(obj_DEoptim_Iter1$optim$bestmem)
upper <- obj_DEoptim_Iter1$optim$bestmem + 0.25 * abs(obj_DEoptim_Iter1$optim$bestmem)
obj_DEoptim_Iter2 <- DEoptim(fn = ll, lower = lower, upper = upper,
control = list(itermax = 5000), data = data)
obj_Optim <- optim(par = obj_DEoptim_Iter2$optim$bestmem, fn = ll, data = data)
$par
par1 par2 par3 par4 par5 par6 par7
-350.91045436 347.79576145 0.05337466 0.69032735 -0.01089112 0.47465162 0.38284804
par8
0.42125664
$value
[1] 95.08457
$counts
function gradient
501 NA
$convergence
[1] 1
$message
NULL
I would like to do a Spearman correlation test using rank data. How can I do this with cor.test()? I don't want the function to rerank the data.
Additionally, what form does the data need to be in? From the help, it seems to be the raw data as compared to a correlation matrix.
Consider this example
## Hollander & Wolfe (1973), p. 187f.
## Assessment of tuna quality. We compare the Hunter L measure of
## lightness to the averages of consumer panel scores (recoded as
## integer values from 1 to 6 and averaged over 80 such values) in
## 9 lots of canned tuna.
library(tidyverse)
A <- tibble(
x = c(44.4, 45.9, 41.9, 53.3, 44.7, 44.1, 50.7, 45.2, 60.1),
y = c( 2.6, 3.1, 2.5, 5.0, 3.6, 4.0, 5.2, 2.8, 3.8)
) %>%
mutate(rank_x = rank(x),
rank_y = rank(y)
)
Spearman's correlation coefficient is defined as Pearson's correlation between ranked variables
cor(A$x, A$y, method = "spearman")
#[1] 0.6
cor(A$rank_x, A$rank_y, method = "pearson")
#[1] 0.6
what about cor.test()? Can I use the rank data as its input?
x1 <- cor.test(A$x, A$y, method = "spearman")
x1
# Spearman's rank correlation rho
#
# data: A$x and A$y
# S = 48, p-value = 0.1
# alternative hypothesis: true rho is not equal to 0
# sample estimates:
# rho
# 0.6
x2 <- cor.test(A$rank_x, A$rank_y, method = "pearson")
x2
# Pearson's product-moment correlation
# data: A$rank_x and A$rank_y
# t = 2, df = 7, p-value = 0.09
# alternative hypothesis: true correlation is not equal to 0
# 95 percent confidence interval:
# -0.11 0.90
# sample estimates:
# cor
# 0.6
x3 <- cor.test(A$rank_x, A$rank_y, method = "spearman")
# Spearman's rank correlation rho
#
# data: A$rank_x and A$rank_y
# S = 48, p-value = 0.1
# alternative hypothesis: true rho is not equal to 0
# sample estimates:
# rho
# 0.6
Yes, you should use method = Spearman for ranked or original data. If rank data is used, the data is not reranked in the function.
As the help file implies, using method=Pearson with rank data conducts a Pearson's correlation test on the ranks, which would follow a t-distribution. However, since the ranks are not continuous variables, this approach is not correct.
getAnywhere(cor.test.default)
A single object matching ‘cor.test.default’ was found
It was found in the following places
registered S3 method for cor.test from namespace stats
namespace:stats
with value
function (x, y, alternative = c("two.sided", "less",
"greater"), method = c("pearson", "kendall",
"spearman"), exact = NULL, conf.level = 0.95, continuity = FALSE,
...)
{
alternative <- match.arg(alternative)
method <- match.arg(method)
DNAME <- paste(deparse1(substitute(x)), "and", deparse1(substitute(y)))
if (!is.numeric(x))
stop("'x' must be a numeric vector")
if (!is.numeric(y))
stop("'y' must be a numeric vector")
if (length(x) != length(y))
stop("'x' and 'y' must have the same length")
OK <- complete.cases(x, y)
x <- x[OK]
y <- y[OK]
n <- length(x)
NVAL <- 0
conf.int <- FALSE
if (method == "pearson") {
if (n < 3L)
stop("not enough finite observations")
method <- "Pearson's product-moment correlation"
names(NVAL) <- "correlation"
r <- cor(x, y)
df <- n - 2L
ESTIMATE <- c(cor = r)
PARAMETER <- c(df = df)
STATISTIC <- c(t = sqrt(df) * r/sqrt(1 - r^2))
if (n > 3) {
if (!missing(conf.level) && (length(conf.level) !=
1 || !is.finite(conf.level) || conf.level < 0 ||
conf.level > 1))
stop("'conf.level' must be a single number between 0 and 1")
conf.int <- TRUE
z <- atanh(r)
sigma <- 1/sqrt(n - 3)
cint <- switch(alternative, less = c(-Inf, z + sigma *
qnorm(conf.level)), greater = c(z - sigma * qnorm(conf.level),
Inf), two.sided = z + c(-1, 1) * sigma * qnorm((1 +
conf.level)/2))
cint <- tanh(cint)
attr(cint, "conf.level") <- conf.level
}
PVAL <- switch(alternative, less = pt(STATISTIC, df),
greater = pt(STATISTIC, df, lower.tail = FALSE),
two.sided = 2 * min(pt(STATISTIC, df), pt(STATISTIC,
df, lower.tail = FALSE)))
}
else {
if (n < 2)
stop("not enough finite observations")
PARAMETER <- NULL
TIES <- (min(length(unique(x)), length(unique(y))) <
n)
if (method == "kendall") {
method <- "Kendall's rank correlation tau"
names(NVAL) <- "tau"
r <- cor(x, y, method = "kendall")
ESTIMATE <- c(tau = r)
if (!is.finite(ESTIMATE)) {
ESTIMATE[] <- NA
STATISTIC <- c(T = NA)
PVAL <- NA
}
else {
if (is.null(exact))
exact <- (n < 50)
if (exact && !TIES) {
q <- round((r + 1) * n * (n - 1)/4)
STATISTIC <- c(T = q)
pkendall <- function(q, n) .Call(C_pKendall,
q, n)
PVAL <- switch(alternative, two.sided = {
if (q > n * (n - 1)/4) p <- 1 - pkendall(q -
1, n) else p <- pkendall(q, n)
min(2 * p, 1)
}, greater = 1 - pkendall(q - 1, n), less = pkendall(q,
n))
}
else {
xties <- table(x[duplicated(x)]) + 1
yties <- table(y[duplicated(y)]) + 1
T0 <- n * (n - 1)/2
T1 <- sum(xties * (xties - 1))/2
T2 <- sum(yties * (yties - 1))/2
S <- r * sqrt((T0 - T1) * (T0 - T2))
v0 <- n * (n - 1) * (2 * n + 5)
vt <- sum(xties * (xties - 1) * (2 * xties +
5))
vu <- sum(yties * (yties - 1) * (2 * yties +
5))
v1 <- sum(xties * (xties - 1)) * sum(yties *
(yties - 1))
v2 <- sum(xties * (xties - 1) * (xties - 2)) *
sum(yties * (yties - 1) * (yties - 2))
var_S <- (v0 - vt - vu)/18 + v1/(2 * n * (n -
1)) + v2/(9 * n * (n - 1) * (n - 2))
if (exact && TIES)
warning("Cannot compute exact p-value with ties")
if (continuity)
S <- sign(S) * (abs(S) - 1)
STATISTIC <- c(z = S/sqrt(var_S))
PVAL <- switch(alternative, less = pnorm(STATISTIC),
greater = pnorm(STATISTIC, lower.tail = FALSE),
two.sided = 2 * min(pnorm(STATISTIC), pnorm(STATISTIC,
lower.tail = FALSE)))
}
}
}
else {
method <- "Spearman's rank correlation rho"
if (is.null(exact))
exact <- TRUE
names(NVAL) <- "rho"
r <- cor(rank(x), rank(y))
ESTIMATE <- c(rho = r)
if (!is.finite(ESTIMATE)) {
ESTIMATE[] <- NA
STATISTIC <- c(S = NA)
PVAL <- NA
}
else {
pspearman <- function(q, n, lower.tail = TRUE) {
if (n <= 1290 && exact)
.Call(C_pRho, round(q) + 2 * lower.tail,
n, lower.tail)
else {
den <- (n * (n^2 - 1))/6
if (continuity)
den <- den + 1
r <- 1 - q/den
pt(r/sqrt((1 - r^2)/(n - 2)), df = n - 2,
lower.tail = !lower.tail)
}
}
q <- (n^3 - n) * (1 - r)/6
STATISTIC <- c(S = q)
if (TIES && exact) {
exact <- FALSE
warning("Cannot compute exact p-value with ties")
}
PVAL <- switch(alternative, two.sided = {
p <- if (q > (n^3 - n)/6) pspearman(q, n, lower.tail = FALSE) else pspearman(q,
n, lower.tail = TRUE)
min(2 * p, 1)
}, greater = pspearman(q, n, lower.tail = TRUE),
less = pspearman(q, n, lower.tail = FALSE))
}
}
}
RVAL <- list(statistic = STATISTIC, parameter = PARAMETER,
p.value = as.numeric(PVAL), estimate = ESTIMATE, null.value = NVAL,
alternative = alternative, method = method, data.name = DNAME)
if (conf.int)
RVAL <- c(RVAL, list(conf.int = cint))
class(RVAL) <- "htest"
RVAL
}
<bytecode: 0x0000018603fa9418>
<environment: namespace:stats>
I have run the code below to obtain 1000 confidence intervals but it doesn't give an output for lambda_jk and beta_jk. And hence I cannot obtain the jack_lambda and jack_beta.
library(bootstrap)
library(maxLik)
est<-NULL
set.seed(20)
lambda <- 0.02
beta <- 0.5
alpha <- 0.10
n <- 40
N <- 1000
lambda_hat <- NULL
beta_hat <- NULL
lambda_jk<-NULL
beta_jk<-NULL
cp <- NULL
jack_lambda <- matrix(NA, nrow = N, ncol = 2)
jack_beta <- matrix(NA, nrow = N, ncol = 2)
for(i in 1:N){
u <- runif(n)
c_i <- rexp(n, 0.0001)
t_i <- (log(1 - (1 / lambda) * log(1 - u))) ^ (1 / beta)
s_i <- 1 * (t_i < c_i)
t <- pmin(t_i, c_i)
data<- data.frame(t,s_i)
LLF <- function(para,y) {
lambda <- para[1]
beta <- para[2]
e <- y[,2]*log(lambda*y[,1]^(beta-1)*beta*exp(y[,1]^beta)*exp(lambda*(1-exp(y[,1]^beta))))
r <- (1-y[,2])*log(exp(lambda*(1-exp(y[,1]^beta))))
f <- sum(e + r)
return(f)
}
mle <- maxLik(LLF, y=data,start = c(para = c(0.02, 0.5))) ### Obtain MLE based on the simulated data
lambda_hat[i] <- mle$estimate[1] #estimate for parameter 1
beta_hat[i] <- mle$estimate[2] #estimate for parameter 2
est<-rbind(est,mle$estimate)
### statistic function for jackknife()
jack<-matrix(0, nrow = n, ncol = 2)
for(i in 1:n){
fit.jack<-maxLik(logLik=LLF,y=data[-i,],method="NR",start=c(0.02, 0.5))
jack[i,]<-coef(fit.jack) #delete-one estimates
}
estjack<-rbind(jack)
meanlambda = mean(estjack[,1])
meanbeta = mean(estjack[,2])
lambda_jk[i] =lambda_hat[i]-(n-1)*(meanlambda-lambda_hat[i]) #jackknife estimate
beta_jk[i] = beta_hat[i]-(n-1)*(meanbeta-beta_hat[i])
SElambda<-sqrt(var(estjack[,1])/n-1) #std error
SEbeta<-sqrt(var(estjack[,2])/n-1)
#confidence interval
jack_lambda[i,] <- lambda_jk[i]+c(-1,1)*qt((1-alpha)/2,n-1)*SElambda
jack_beta[i,] <- beta_jk[i]+c(-1,1)*qt((1-alpha)/2,n-1)*SEbeta
}
(I am very appreciate with any ideas)
I have a question on how to use the jackknife using the bootstrap package. I want to obtain the interval estimate for the jackknife method.
I've tried running the code below, but no results for my parameter estimate.
rm(list=ls())
library(bootstrap)
library(maxLik)
set.seed(20)
lambda <- 0.02
beta <- 0.5
alpha <- 0.10
n <- 40
N <- 1000
lambda_hat <- NULL
beta_hat <- NULL
cp <- NULL
jack_lambda <- matrix(NA, nrow = N, ncol = 2)
jack_beta <- matrix(NA, nrow = N, ncol = 2)
### group all data frame generated from for loop into a list of data frame
data_full <- list()
for(i in 1:N){
u <- runif(n)
c_i <- rexp(n, 0.0001)
t_i <- (log(1 - (1 / lambda) * log(1 - u))) ^ (1 / beta)
s_i <- 1 * (t_i < c_i)
t <- pmin(t_i, c_i)
data_full[[i]] <- data.frame(u, t_i, c_i, s_i, t)
}
### statistic function for jackknife()
estjack <- function(data, j) {
data <- data[j, ]
data0 <- data[which(data$s_i == 0), ] #uncensored data
data1 <- data[which(data$s_i == 1), ] #right censored data
data
LLF <- function(para) {
t1 <- data$t_i
lambda <- para[1]
beta <- para[2]
e <- s_i*log(lambda*t1^(beta-1)*beta*exp(t1^beta)*exp(lambda*(1-exp(t1^beta))))
r <- (1-s_i)*log(exp(lambda*(1-exp(t1^beta))))
f <- sum(e + r)
return(f)
}
mle <- maxLik(LLF, start = c(para = c(0.02, 0.5)))
lambda_hat[i] <- mle$estimate[1]
beta_hat[i] <- mle$estimate[2]
return(c(lambda_hat[i], beta_hat[i]))
}
jackknife_resample<-list()
for(i in 1:N) {
jackknife_resample[[i]]<-data_full[[i]][-i]
results <- jackknife(jackknife_resample, estjack,R=1000)
jack_lambda[i,]<-lambda_hat[i]+c(-1,1)*qt(alpha/2,n-1,lower.tail = FALSE)*results$jack.se
jack_beta[i,]<-beta_hat[i]+c(-1,1)*qt(alpha/2,n-1,lower.tail = FALSE)*results$jack.se
}```
I couldn't get the parameter estimate that run in MLE and hence couldn't proceed to the next step. Can anyone help?