Newton-Raphson algorithm

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Newton-Raphson algorithm

Frank Johannes
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.

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Re: Newton-Raphson algorithm

Prof Brian Ripley
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.
>
>

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Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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