Michael Levine

Mathematical Statistics and Data Science

Purdue Department of Statistics
Home » Courses » STAT 517 » mlelogistic

mlelogistic <- function(x,theta0=mean(x),numstp=100,eps=0.0001){
n=length(x)
numfin <- numstp
small=1.0*10^(-8)
ic=0
istop=0
while(istop==0){
ic <- ic+1
expx <- exp(-(x-theta0))
lprime <- n-2*sum(expx/(1+expx))
ldprime <- -2*sum(expx/(1+expx)^2)
theta1 <- theta0-(lprime/ldprime)
check <- abs(theta0-theta1)/abs(theta0+small)
if (check<eps){istop=1}
theta0=theta1
}
list(theta1=theta1,check=check,realnumstps=ic)
}