[R] Maximum likelihood estimation in R

[Liaw, Andy]

Or:

library(mle)
?mle

(which, BTW, uses optim() underneath.)

Also, for those not aware of it, fitdistr(x, "normal") just computes mean(x)
and (n-1)/n * var(x) and return them.  (I can't imagine any reason to do
otherwise for normal distribution.)

Best,
Andy

> From: Spencer Graves
> 
>       If, however, you are more interested in general methods for 
> maximizing a likelihood function, I suggest you look at "optim", work 
> the examples on the help page, etc. 
> 
>       hope this helps.  spencer graves
> 
> DivineSAAM at aol.com wrote:
> 
> >Hello,
> >
> >Use
> >
> >  
> >
> >>x=rnorm(100, mean=3, sd=1)
> >>library(MASS)
> >>fitdistr(x, "normal")
> >>    
> >>
> >      mean          sd    
> >  2.93666631   0.99673982 
> > (0.09967398) (0.07048015)
> >
> >Hope this helps,
> >
> >Shrieb
> >
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> >  
> >
> 
> 
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