I used:
nlminb(1, loglik, lower = 1, upper = Inf)

This is just a test about how to use this routine. Any comments?

On 8/8/07, r-sig-finance-request@stat.math.ethz.ch <
r-sig-finance-request@stat.math.ethz.ch> wrote:
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>    1. Re: How to do multivariate MLE? (gyadav@ccilindia.co.in)
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> ----------------------------------------------------------------------
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> Message: 1
> Date: Tue, 7 Aug 2007 19:00:59 +0530
> From: gyadav@ccilindia.co.in
> Subject: Re: [R-SIG-Finance] How to do multivariate MLE?
> To: "Hung-Te\(Stanley\) Chu" <chd850@gmail.com>
> Cc: r-sig-finance@stat.math.ethz.ch,
>         r-sig-finance-bounces@stat.math.ethz.ch
> Message-ID:
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> OF7B7A32EA.730D4664-ON65257330.004A0DCA-65257330.004A40F3@ccilindia.co.in>
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>
> +++++++++++++++++++++==
> 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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