Message-ID: <Pine.LNX.4.64.0602090719290.26108@gannet.stats.ox.ac.uk>
Date: 2006-02-09T07:22:34Z
From: Brian Ripley
Subject: Newton-Raphson algorithm
In-Reply-To: <1139450593.14336.253928062@webmail.messagingengine.com>
To maximize a function numerically it not usual do not solve equations: it
is less efficient.
help.search("optimize")
will show you what is available for maximization.
Or see chapter 16 of MASS4.
On Wed, 8 Feb 2006, Frank Johannes wrote:
> Hi,
> I want to maximize a liklihood function with multiple parameters. There
> is no closed-form analytical solution to the estimates of the
> parameters, and I would like to implement a Newton-Raphson iterrative
> approach. Is there a maximization procedure, such as the Newton-Raphson
> algorithm, available in R? If not, does anybody have an idea how to best
> go about solving simultenous equations numerically in R?
>
> Thanks for your help.
> Frank.
>
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595