[R] Maximum Likelihood Estimation and Optimisation

Fohr, Marc [AM] marc.fohr at first-private.de
Thu Jul 10 16:16:38 CEST 2003


I want to calculate a maximum likelihood funktion in R in order to solve for the parameters of an estimator. Is there an easy way to do this in R? How do I get the parameters and the value of the maximum likelihood funktion. 

More, I want to specify the algorithm of the optimisation above: BHHH (Berndt Hall Hall Hausman). Is this possible?

Thanks a lot for your help and best regards


Marc Fohr, CFA
Equity Portfolio Manager
First Private Investment Management
Neue Mainzer Strasse 75
D-60311 Frankfurt/Main
Phone: ++49 - 69 - 2607 5424
Fax: ++49 - 69 - 2607 5440
Email: marc.fohr at first-private.de

More information about the R-help mailing list