[R] Need help in using "OPTIM / OPTIMIZATION" function

[Özgür Asar]

Dear rehena,

You can use optim() with method="Brent", or optimize() directly, for your
case.

But for you case, a popular approach is Newton-Raphson root finding
algorithm. You can use newton function under my package OOmisc.

You can check whether the global maximum or local maximum is found by
replacing the solution in the second derivative of the log-likelihood
function and if its value at the solution is less than 0, you can be sure
that global maximum is secured.

Hope this helps
Ozgur
 

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