Maximium of an Integral

Asked Jan 12 '19 at 16:21

Active Jan 13 '19 at 11:40

Viewed 106 times

I have an Integral in terms of parameters a,b,p,q. My probability densitiy function of data x is

GB2PdfCalc=function(x){
  out=(abs(a)*x^(a*p-1))/(b^(a*p)*beta(p,q)*(1+(x/b)^(a))^(p+q))
  return(out)
}

I want to an integral of this using GB2PdfCalc:

    pdfIntegration<-function(x){
      [...]
      integral[i]=integrate(GB2PdfCalc,x[k],x[j])[1]
      integral=as.vector(integral,mode="numeric")                       
      return(integral)
    }

pdfIntegration(x)

However, I want to maximize this Integral in terms of a,b,p,q. Eventually, I want to calculate a Maximum Likelihood function. Using mle(pdfIntegration) or optim() didn't help me here. Anybody got ideas?

edited Jan 12 '19 at 16:26

asked Jan 12 '19 at 16:21

luuul

4

could we have a [mcve] please? – Ben Bolker Jan 12 '19 at 17:45
Generally, I want to maximize function pdfIntegration in terms of a, b, p, and q using a numeric vector x. – luuul Jan 13 '19 at 11:40

Maximium of an Integral

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