
+++++++++++++++++++++==
loglik <- function(v){
  a <- 0.5;
  b <- 0.5*v;
  sum( -log( (1+x/v)^-((v+1)/2) ) + log( beta(a,b)*sqrt(v) ) )
}

*** you want to do a simple thing that run the maximum likelihood 
function.... you mean you want to estimate df using the data given 

loglik <- function(v){
  a <- 0.5;
  b <- 0.5*v;
  sum( -log( (1+x/v)^-((v+1)/2) ) + log( beta(a,b)*sqrt(v) ) )
}
@@@ i feel that it should be x^2 instead of x; rest of it is fine. well i 
think have a look at it- 
http://support.sas.com/rnd/app/da/new/802ce/ets/chap4/sect6.htm
regret to R community for giving SAS manual because i could not get it in 
R manuals.
Just look closely at the second equation on the page referenced HTH
will continue later with this thread, if any other problemos then tell

++++++++++++++++++++++++++++
And then I use "nlminb()" to solve it. Somehow this setup is incorrect and 
I 
+++++++++++++++++++++++++++++
*** how have you implemented ???

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