Hi,

two useful references for beginning:

www.stat.umn.edu/geyer/5931/mle/mle.pdf
www.unc.edu/~monogan/computing/r/MLE_in_R.pdf

Andrej

Elena 5/12 wrote:
Hi,

I have the following problem: I am working on assessing the accuracy of
diagnostic tests. I have a log likelihood and 3 unknown parameters. Now I
want to apply the EM algorithm to find the maximum likelihood estimates of
these parameters. But I don't know anaything about how to code that in R.

Can somebody help me??

Greats,
Elena

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