[R] Maximisation of likelihood of a discrete parameter
spencer.graves at pdf.com
Wed Jul 2 16:22:22 CEST 2003
You may already know this, but in case you don't get a canned solutions,
I'll mention that this is an integer programming problem. If you can
first get a solution that it is not an integer, then you do an
exhaustive search in a neighborhood near the maximum. In one dimension,
this is easy: Just check floor and ceiling and pick the winner. In
multiple dimensions, this is harder, but the same principle should
apply. For elegant algorithms, see the literature on integer programming.
hope this helps. spencer graves
> I have a problem where I want to find the ML estimate of a discrete
> parameter. I just want a function like optim that finds the max/min
> value for a function. Does anyone know of such a function for R?
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