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options(digits=12)
if(!require("optimx"))stop("this test requires package optimx.")
if(!require("setRNG"))stop("this test requires setRNG.")
# Use a preset seed so test values are reproducable.
test.rng <- list(kind="Wichmann-Hill", normal.kind="Box-Muller", seed=c(979,1479,1542))
old.seed <- setRNG(test.rng)
###############################################################
cat("optimx test poissmix.loglik ...\n")
# Use a preset seed so test values are reproducable.
test.rng <- list(kind="Wichmann-Hill", normal.kind="Box-Muller", seed=c(979,1479,1542))
old.seed <- setRNG(test.rng)
poissmix.loglik <- function(p,y) {
i <- 0:(length(y)-1)
loglik <- y*log(p[1]*exp(-p[2])*p[2]^i/exp(lgamma(i+1)) +
(1 - p[1])*exp(-p[3])*p[3]^i/exp(lgamma(i+1)))
return ( -sum(loglik) )
}
####################
# Real data from Hasselblad (JASA 1969)
poissmix.dat <- data.frame(death=0:9, freq=c(162,267,271,185,111,61,27,8,3,1))
lo <- c(0.001,0,0)
hi <- c(0.999, Inf, Inf)
y <- poissmix.dat$freq
p <- runif(3,c(0.3,1,1),c(0.7,5,8))
system.time(ans.optx <- optimx(par=p, fn=poissmix.loglik, y=y, lower=lo, upper=hi,
control=list(maxit=2500,save.failures=TRUE,all.methods=TRUE)))[1]
print(ans.optx)
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