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.