Hello,
Try using an equal sign after 'sigma':
algo=maxNR(loglikelihood,
start=c(sigma=8.686603,beta1=-4.976215,beta2=7.313875))
Hope this helps,
Rui Barradas
Citando Emma MONTARSOLO :
> Hi !
>
> I use maxNR function (from maxLik package) to estimate parameters
> via maximum likelihood a
Hi !
I use maxNR function (from maxLik package) to estimate parameters via maximum
likelihood and Newton–Raphson method.
Context :
I have a variable Y which follows a Gumbel distribution of parameters Beta1X1 +
Beta2X2 (location parameter) and sigma (scale parameter).
I have to estimate sigma,
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