[R] MLE optimization

Liviu Andronic landronimirc at gmail.com
Tue Jan 5 01:09:34 CET 2010


Hello

On 1/4/10, jckval <jcnogueirafilho at gmail.com> wrote:
>  Alternatively, could anyone suggest a good MLE tutorial and package?
>
Search for "MLE" on Rseek.org and among other results check the Task
Views. Also, search for "MLE" in "vignettes" on RSiteSearch [1].
[1] http://finzi.psych.upenn.edu/nmz.html

To get a good list of MLE-related functions in R, try something
similar to the following (you can also do this graphically with
RcmdrPlugin.sos):
> require(sos)

>  .sos <- findFn('mle')
found 642 matches;  retrieving 20 pages, 400 matches.
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

>  grepFn('mix', .sos, column='Description', ignore.case=TRUE)

>  summary(.sos)

Call:
findFn(string = "mle")

Total number of matches: 642
Downloaded 400 links in 121 packages.

Packages with at least 8 matches using pattern
  'mle'
           Package Count MaxScore TotalScore       Date
1           stats4    15       73        347 2009-11-26
2            FitAR    15       27        198 2008-11-20
3               sn    15       27        179 2005-07-18
4              wle    14       80        392 2006-09-01
5          MLEcens    13       56        308 2007-08-31
6             ghyp    13       45        206 2009-10-19
7         circular    11       32        107 2007-08-31
8        degreenet    11       13         76 2008-01-24
9              gbs     9       27        169 2008-05-10
10 SpatialExtremes     8       25         41 2009-06-13
11        DCluster     8       13         50 2009-01-15
12        distrMod     8       12         46 2009-11-05

To get more acquainted with R and user-defined functions, you might
try [1] and [2].
HTH
Liviu

[1] http://www.statmethods.net/management/userfunctions.html
[2] http://rforsasandspssusers.com/



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