2 messages · Frank Johannes, Brian Ripley
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.
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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.
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