Ajay Shah <[EMAIL PROTECTED]> writes:

>> If you could produce a table with Econometrics to R translations that  
>> would be immensely helpful, as a start. I know someone suggested creating  
>> a facility for 'aliasing' econometrics-speak to R functions, but this got  
>> shot down for being unwieldy (rightly so, I think).
>
> This sounds like a good idea. It'd be neat to have a TeX document
> where "many" mainstream econometrics models are written in
> mathematics, and then fragments of R code are shown for the purpose.

Even better would be an Sweave vignette (i.e. actual workable code,
not just displayed fragments).

> In addition, I see rolling-your-own-likelihood-function as being a
> very common thing in economics today. So I'd just put a lot of focus
> on exposition of R facilities for doing MLE, with functionality
> comparable with the maxlik and co libraries of gauss. I am not yet
> fluent in R, but my early sense is that maxlik+co of gauss are a bit
> ahead of what we have in R.

optim is pretty good for most things -- very comparable to Gauss last
I checked Gauss (a few years back).

best,
-tony

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