# Newton-Raphson algorithm

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## Newton-Raphson algorithm

 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. --                           love email again ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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## Re: Newton-Raphson algorithm

 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. On Wed, 8 Feb 2006, Frank Johannes wrote: > 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,                  [hidden email] 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 ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html