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"maximum likelihood estimation of beta-normal" & "simulation the gini index of beta-normal distribution" in R

Regarding "beta-normal distribution formula" which has been uploaded, I want to debug my scripts to estimate the parameters of the beta-normal distribution.

I've used the maxLik package in r:

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library(VGAM)

library(maxLik)

alfa=4;beta=3;mu=0;sigma=1

n=100

x=rbetanorm(n,alfa,beta,mu,sigma)

logLikFun=function(w){

alfa=w[1]

beta=w[2]

mu=w[3]

sigma=w[4]

z=(x-mu)/sigma

ll={-1*(n*gamma(alfa+beta)-n*log(gamma(alfa))-n*log(gamma(beta))-(n/2)*log(2*pi)-n*log(sigma)+sum((alfa-1)*(pnorm(z,mean=0,sd=1))+(beta-1)*(log(1-pnorm(z,mean=0,sd=1)))-((z^2)/2)))}

ll

}

mle=maxLik(logLikFun,start=c(alfa=5,beta=2.5,mu=1,sigma=1))

summary(mle)

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the results are quite wrong as shown below:

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------------------------------------------—

Maximum Likelihood estimation

Newton-Raphson maximisation, 3 iterations

Return code 3: Last step could not find a value above the current.

Boundary of parameter space?

Consider switching to a more robust optimisation method temporarily.

Log-Likelihood: -131157.7

4 free parameters

Estimates:

Estimate Std. error t value Pr(> t)

alfa 5.1037852 NA NA NA

beta 2.3962128 NA NA NA

mu 1.5954536 0.0099872 159.8 <2e-16 *

sigma 0.0444610 0.0001726 257.6 <2e-16 *

—-

Signif. codes: 0 ‘’ 0.001 ‘’ 0.01 ‘’ 0.05 ‘.’ 0.1 ‘ ’ 1

—------------------------------------------

Warning messages:

1: In sqrt(diag(vc)) : NaNs produced

2: In sqrt(diag(vc)) : NaNs produced

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the problem is the NA value for the errors which is not acceptable.

I would be pleased if someone could solve this problem and send me the current scripts which I can edit or add it to my scripts.

More over, regarding "gini index of beta-normal distribution" formula which has been uploaded, I want to simulate this formula by the above method

please inform me about the duration of the project.

Kemahiran: Sains Data, Pembelajaran Mesin, Bahasa Pengaturcaraan R, Analisis Statistik, Statistik

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Tentang Majikan:
( 0 ulasan ) Turkey

ID Projek: #15451253

4 pekerja bebas membida secara purata $35 untuk pekerjaan ini

aki003iitr

Hi, I have more than 4 years of experience in working on R as a data scientist and can finish the task and give you the correct scripts in a few hours . I have completed 23 projects in R and your requirements overlap w Lagi

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mohamedrdait

Hello sir I can achieve this project perfectly using R Relevant Skills and Experience I Master R and statistics analysis please check my work history and my portfolio for more details Proposed Milestones $30 USD - mi Lagi

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kanyekicharles

i got enough knowledge in statistcs to hundle this

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