Maximum Likelihood Estimation

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

Maximum Likelihood Estimation

Arun.stat
hi all,

Can anyone tell me how to do Maximum Likelihood Estimation in R?

Thanks in advance
Arun

--

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Reply | Threaded
Open this post in threaded view
|

Re: Maximum Likelihood Estimation

Ben Bolker
Arun Kumar Saha <arun.kumar.saha <at> gmail.com> writes:

>
> hi all,
>
> Can anyone tell me how to do Maximum Likelihood Estimation in R?
>

  Unfortunately this question is ***way*** too vague for us
to answer adequately.  A short answer is that R provides general-purpose
minimization functions (optim, nlm, nlminb) that you can use to
minimize a negative log-likelihood function; the mle() function
in the stats4 package is a wrapper for this function.  You have
to define your own likelihood function:
http://www.mayin.org/ajayshah/KB/R/documents/mle/mle.html
may be helpful.

   Ben Bolker

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html