[R] smoothing functions

[Eugene Salinas (R)]

Dear all,

I am trying to program an estimator which maximizes a likelihood type 
objective function which is basically just lots of sums of indicator 
functions of data and parameters. In order to make the optimization I 
would like to smooth these functions. Since they are either 0 or 1, one 
possibility is to use the normal cdf.

I am wondering whether anyone is aware of a less arbitrary choice of a 
smoothing function? (is there any theory that suggests what's best to 
use?) Does anyone have any recommendations on what works best numerically?

Thanks, Eugene.