Setup R 4.0 library to be used in RStudio
echo $USER will show your login name; for example
myname
Then do:
sudo chmod -R 777 /Users/myname/Library/R/4.0/library/
and you will be able to install packages within RStudio
Standard error from Hessian Matrix... what can be done when problem occurs
An Hessian matrix is a square matrix of partial second order derivative. From the square-root of the inverse of the diagonal, it is possible to estimate the standard error of parameters. Let take an example: val=rnorm(100, mean=20, sd=5) # Return -ln L of values in val in Gaussian distribution with mean and sd in par fitnorm<-function(par, val) { -sum(dnorm(val, par["mean"], par["sd"], log = TRUE)) } # Initial values for search p<-c(mean=20, sd=5) # fit the model result <- optim(par=p, fn=fitnorm, val=val, method="BFGS", hessian=TRUE) # Inverse the hessian matrix to get SE for each parameters mathessian <- result$hessian inversemathessian <- solve(mathessian) res <- sqrt(diag(inversemathessian)) # results data.frame(Mean=result$par, SE=res) library(MASS) (r<-fitdistr(val, "normal")) It works well. However, the inverse of the matrix cannot be calculated if the second order derivative for some paramete...
Commentaires
Enregistrer un commentaire