如何在使用mle函数时消除错误

Question

我尝试使用MLE函数在r中运行mle。它工作得很好，但我突然遇到了下面的错误。有人能帮忙吗？

Error in if (!all(lower[isfixed] <= fixed[isfixed] & fixed[isfixed] <=  : 
  missing value where TRUE/FALSE needed

为了给您提供更多的背景，下面是我的代码：

1. 负似然函数

likelihood.func <- function(theta, kappa, sigma, rt){

  n <- NROW(rt)  
  y <- rt[2:n,]
  dt <- 1/12  
  mu <- rt[1:(n-1),]* exp(-kappa*dt) + theta* (1- exp(-kappa*dt))  
  sd <- sqrt((sigma^2)*(1 - exp(-2*kappa*dt))/(2*kappa))  
  pdf_yt <- dnorm(y, mu, sd, log=FALSE)  
  
  -sum(log(pdf_yt))  
}

MLE命令

theta.est <- 0.04
kappa.est <- 0.5
sigma.est <- 0.02

library(stats4)
bound.lower <- parameters.est * 0.1
bound.upper <- parameters.est * 2

est.mle<-mle(likelihood.func, start= list(theta=theta.est, kappa=kappa.est, sigma=sigma.est),
method="L-BFGS-B", lower = bound.lower, upper = bound.upper, fixed=list(rt = rt))

summary(est.mle)

Answer 1

如果将rt作为固定参数移除，它是否有效？

#Here I make a function that uses the likelihood function's first three parameters

LL2 = function(theta, kappa, sigma){
  likelihood.func(theta,kappa,sigma,rt)
}

#Then I use it in my mle
est.mle <- mle(minuslogl = LL2, 
               start = list(theta=theta.est, kappa=kappa.est, sigma=sigma.est), 
               method = "L-BFGS-B", 
#               fixed = list(rt = rt2),
               lower = bound.lower, 
               upper = bound.upper
               )