Estimates at each iteration

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Estimates at each iteration

stat
Dear Sir\ Madam
 I am trying to maximise a complicated loglikelihood function  via EM algorithm
which consists of two step "E-step and M-step"and in this case I need to
maximize the expected of like lihood function " which I get from E- step" and
take those estimates of parameter to update the E-step and repate these till
convargence has been met. So I need to know if I control the number of iterlim
in maxLik or optim Package by puting this number equals to one to maximize
M-step and getting  just the estimates of parameter for one iteration and hence
use them to update the E-step and again maximaize M-step by using maxLik or
optim by contoling the number of limiter and putting the number equals to 1
is it true and acceptance? I mean if I do this my results can be
reasonable?. please I am waiting your response.
Regards
Fauzia Taweab
phd.student.
        [[alternative HTML version deleted]]


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Re: Estimates at each iteration

Jonathan P Daily
I'm assuming that English is not your first language. In light of that, I
would suggest that you post your question in a language that we both
speak: R. Please include:

1) E-step and M-step functions.
2) The proposed optim/maxLik call.

Mostly because (at least optim) does not have a parameter called
"limiter".

HtoH,
Jon
--------------------------------------
Jonathan P. Daily
Technician - USGS Leetown Science Center
11649 Leetown Road
Kearneysville WV, 25430
(304) 724-4480
"Is the room still a room when its empty? Does the room,
 the thing itself have purpose? Or do we, what's the word... imbue it."
     - Jubal Early, Firefly

[hidden email] wrote on 04/08/2011 08:16:36 AM:

> [image removed]
>
> [R] Estimates at each iteration
>
> hello bye
>
> to:
>
> r-help
>
> 04/08/2011 11:45 AM
>
> Sent by:
>
> [hidden email]
>
> Dear Sir\ Madam
>  I am trying to maximise a complicated loglikelihood function  via
> EM algorithm
> which consists of two step "E-step and M-step"and in this case I need to

> maximize the expected of like lihood function " which I get from E-
step" and
> take those estimates of parameter to update the E-step and repate these
till
> convargence has been met. So I need to know if I control the number
> of iterlim
> in maxLik or optim Package by puting this number equals to one to
maximize
> M-step and getting  just the estimates of parameter for one
> iteration and hence
> use them to update the E-step and again maximaize M-step by using maxLik
or
> optim by contoling the number of limiter and putting the number equals
to 1

> is it true and acceptance? I mean if I do this my results can be
> reasonable?. please I am waiting your response.
> Regards
> Fauzia Taweab
> phd.student.
>    [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.