The RATS Software Forum

Dear Tom,
Hope all is well. I have this a little problem with my attached code, I need to maximize a piecewise defined function, I use the SET command with the %if condition but I get an error there, your help is greatly appreciated.
Rachid

It looks like you want Y to be a FRML, not a series. Use FRML Y = ... rather than SET Y = ...

Thanks Tom, very much appreciated. The code works fine now but every time I run it, RATS crashes and the program stops working, I guess because of my initial values, I have tried many other possible values but to no avail. Thank you for any additional advice
Rachid

Have you checked your formulas? It looks like it's unbounded above as you push beta to one and sigmagz to zero.

Dear Tom,

Thanks for the great help, I was about to send you the new formula as I have forgotten to standardize it (please see attached) and I changed a sign, it looks fine now, beta suppose to be in [0,1), alpha is any real number, but the program still stops running, please advise Thank you
Rachid

In

s11=(2/sigmagz)*%density((z(t)-mugz)/sigmagz*(1-beta))

is the 1-beta supposed to be in the numerator or denominator? As written, it will be numerator.

Thanks Tom, yes you are right, it's supposed to be in the denominator, I have fixed it but still unable to run.
Best
Rachid

This isn't going to do what you want:

set z = mugz+sigmagz*x(t)

Since it's not a FRML, it will have no effect when mugz and sigmagz are changed, and, in fact, will just define z to be all NA's given where it's positioned. I'm not even sure what the point is---even if it's a FRML, all is does is reverse out the mugz and sigmagz effect on x.

Dear Tom,

Thanks a lot for your comments. standardizing the distribution makes it more flexible, location scale family distribution.Could you please tell me how to make it into a FRML and where to put it so that it works, I tried several options but I don't know where the t should be either. Please advise
Rachid

It would be FRML Z rather that SET Z, but it you're trying to standardize, wouldn't you want

frml z = (x(t)-mugz)/sigmagz

rather than

frml z = mugz+sigmagz*x(t)

and wouldn't you want to replace (x(t)-mugz)/sigmagz throughout your formulas with z(t). Between your first and second revisions, you defined the Z, but then plugged it in 1 for 1 for X, which will be very different.

Dear Tom,
Many thanks for your continuous support. I just checked out the paper where I found this skew split normal, they mixed up the the standard notation, x is their z in fact, but I ignored the z and wrote the distribution in terms of x, and used their initial values but I know get an error in the log(s11*s12) and I have no clue what the source of the error is, I have run similar distributions with four parameters and they work fine except for this one. Please see attached edited code. Your help is appreciated

You have to attach the data as well.

Please find the attached data. Thank you

There's nothing in the log likelihood that constrains beta to be on [0,1] and apparently negative values permit rather high likelihoods. In order to enforce non-negativity you need:

nonlin mugz sigmagz alpha beta beta>=0.0

and you're missing closing )'s in several of the calculations where you added the (1/....)

Dear Tom,

Many thanks for your reply. I have rearranged the terms little bit to make the code more readable, see attached, but this time with the additional constraint it gives "RATS exe.32 stopped working". I don't know why this is happening. Please advise. Thank you
Rachid