[R] MLE for Student's t-distribution

[Prof Brian Ripley]

On Wed, 15 Nov 2006, Benjamin Dickgiesser wrote:

> Hi
> is there an easy way/ R-function to calculate the numerical maximum
> likelihood estimators for a Student's t-distribution?
> I searched the mailing list archive the last 30mins but didn't find an answer.

See fitdistr() in MASS.

MLE of what, BTW?  If you want the MLE of 'df', fitdistr will give it to 
you but beware that its statistical properties are surprising.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595