Dear R-helpers, Anybody knows which function can I use to comupute maximum likelihood standard errors?
Using the function "nlm" I can get the estimate of the parameters of any likelihood that I want (for example now I am working on a jump diffusion process) but what about the standard error? Is there a function that I can use to calculate the second derivate of the likelihood function respect to the vector of parameters? Thank you so much for your help, Carlo Fezzi ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
