[R] Newton-Raphson algorithm

From: Frank Johannes <fjohannes_at_fastmail.fm>
Date: Thu 09 Feb 2006 - 13:03:13 EST

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.


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Received on Thu Feb 09 13:13:05 2006

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