[R] Questons about R capabilities

[Roger Peng]

Just one note, optim() is in the `base' package.  You do not need to load
`MASS' (although you may want to read the book).

-roger
_______________________________
UCLA Department of Statistics
http://www.stat.ucla.edu/~rpeng

On Thu, 8 May 2003, Ruud H. Koning wrote:

> You can use the optim() function in MASS to optimize a loglikelihood
> function. For inspiration on the form of the loglikelihoodfunction in your
> case, you may consult G.S. Maddala "Limited dependent variables in
> econometrics" 1983 (the title may not be completely correct). Ruud
> 
> *********** REPLY SEPARATOR  ***********
> 
> On 5/6/2003 at 3:27 PM Howard Alper wrote:
> 
> >Hello,
> > 
> >1)  I am interested in performing a limited-dependent variable linear
> >regression.  By this I mean a classical linear regression, but for the
> >case where the values of the dependent variable cannot vary from -infinity
> >to +infinity, but are truncated and so are between two finite limits L1
> >and L2.  Does R1.7 have this capability?  If so what is (are) the relevant
> >command(s)?
> > 
> >2)  I am also interested in sampling from a multivariate normal
> >distribution.  I see that R has a command mvrnorm, but when I try to use
> >it, I get a message to the effect that the command is not recognized.  Is
> >there something I must do to enable this command, or is it not available
> >in version 1.7?
> >
> >  Thanks,
> > 
> >  Howard
> >
> >
> >
> >	[[alternate HTML version deleted]]
> >
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> 
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