Re: [R] MLE optimization

2010-01-04 Thread jckval
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[R] MLE optimization

2010-01-04 Thread jckval
Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab, but the algorithms didn't converge. So my academic advisor suggested using R. My problem is: estimate a mean reverting jump diffusion pa