[R] information on maximum likelihood

Ryan Glover 2ryang at rogers.com
Mon Mar 7 10:54:09 CET 2005


I have a time series that contains 40 years of daily average temperature.  I
am attempting to create a time series model for the temperature based on a
number of papers that do the same.  I have an expression that describes the
temperature behavior over time but it contains 7 unknown parameters.  The
authors of the aforementioned papers state that they calculate the
parameters using MLE but they do not discuss the topic further.  A few days
ago I was unaware of what MLE was.  Now I know what it is, as well as
someone can know in 72 hours, but I do not know how to perform the work to
determine my own parameter values.  I have read a number of help pages for R
that relate to MLE but I admit to still being in the dark.  Many examples
discuss Poisson distributions and normal distributions but I don't think
these apply to me since I already have my own expression for the time series
data.  Could someone please instruct me how to process my data set and my
function in R with MLE so that it outputs values for my unknown parameters?

Many thanks,

Ryan Glover

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