[R] MLE optimization

Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab, but the algorithms didn't converge. So my academic advisor suggested using R. My problem is: estimate a mean reverting jump diffusion

Re: [R] MLE optimization

...@r-project.org] On Behalf Of jckval Sent: Monday, January 04, 2010 5:53 PM To: r-help@r-project.org Subject: [R] MLE optimization Folks, I'm kind of newbie in R, but with some background in Matlab and VBA programming. Last month I was implementing a Maximum Likelihood Estimation in Matlab

Re: [R] MLE optimization

Hello On 1/4/10, jckval jcnogueirafi...@gmail.com wrote: Alternatively, could anyone suggest a good MLE tutorial and package? Search for MLE on Rseek.org and among other results check the Task Views. Also, search for MLE in vignettes on RSiteSearch [1]. [1]

Re: [R] MLE optimization

://n4.nabble.com/user/SendEmail.jtp?type=nodenode=998666i=2] On Behalf Of jckval Sent: Monday, January 04, 2010 5:53 PM To: [hidden email]http://n4.nabble.com/user/SendEmail.jtp?type=nodenode=998666i=3 Subject: [R] MLE optimization Folks, I'm kind of newbie in R, but with some background