[R] Newton-Raphson algorithm
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Feb 9 08:22:34 CET 2006
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.
>
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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