Re: [R] MLE optimization

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Re: [R] MLE optimization

Hello On 1/4/10, jckval wrote: > Alternatively, could anyone suggest a good MLE tutorial and package? > Search for "MLE" on Rseek.org and among other results check the Task Views. Also, search for "MLE" in "vignettes" on RSiteSearch [1]. [1] http://finzi.psych.upenn.edu/nmz.html To get a good l

Re: [R] MLE optimization

oun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of jckval Sent: Monday, January 04, 2010 5:53 PM To: r-help@r-project.org Subject: [R] MLE optimization Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing

[R] MLE optimization

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