library(bbmle) set.seed(1001) f <- factor(rep(1:3,each=50)) kvals <- c(1,2,5) muvals <- c(10,2,5) y <- rnbinom(length(f),size=kvals[f],mu=muvals[f]) plot(y) NLL <- function(p) { kvals <- p[1:3] muvals <- p[4:6] -sum(dnbinom(y,size=kvals[f],mu=muvals[f],log=TRUE)) } parnames(NLL) <- c("k1","k2","k3","mu1","mu2","mu3") svec <- c(kvals,muvals) names(svec) <- parnames(NLL) m1 <- mle2(NLL,start=svec,vecpar=TRUE)