Re: [R] Newton-Raphson algorithm

2006-02-08 Thread Prof Brian Ripley
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 mu

[R] Newton-Raphson algorithm

2006-02-08 Thread Frank Johannes
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, availabl