[R] information on maximum likelihood
Ryan Glover
2ryang at rogers.com
Mon Mar 7 10:54:09 CET 2005
Hello,
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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