How to write a code Newton Raphson code in R involving integration and Bessel function
- by Ahmed
I have want to estimate the parameters of the function which involves Bessel function and integration. However, when i tried to run it, i got a message that "Error in f(x, ...) : could not find function "BesselI" ". I don't know to fix it and would appreciate any related proposal.
library(Bessel)
library(maxLik)
library(miscTools)
K<-300
f <- function(theta,lambda,u) {exp(-u*theta)*BesselI(2*sqrt(t*u*theta*lambda),1)/u^0.5}
F <- function(theta,lambda){integrate(f,0,K,theta=theta,lambda=lambda)$value}
tt<-function(theta,lambda){(sqrt(lambda)*exp(-t*lambda)/(2*sqrt(t*theta)))(theta(2*t*lambda-1)*F(theta,lambda)}
loglik <- function(param) {
theta <- param[1]
lambda <- param[2]
ll <-sum(log(tt(theta,lambda)))
}
t<-c(24,220,340,620,550,559,689,543)
res <- maxNR(loglik, start=c(0.001,0.0005),print.level=1,tol = 1e-08)
summary(res)
