[R] Newton-Raphson algorithm

Frank Johannes fjohannes at fastmail.fm
Thu Feb 9 03:03:13 CET 2006


Hi,
I want to maximize a liklihood function with multiple parameters. There
is no closed-form analytical solution to the estimates of the
parameters, and I would like to implement a Newton-Raphson iterrative
approach. Is there a maximization procedure, such as the Newton-Raphson
algorithm, available in R? If not, does anybody have an idea how to best
go about solving simultenous equations numerically in R?

Thanks for your help.
Frank.

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