Thanks a lot for the help. 

Actually, I am using a mac which (R for Mac OS X GUI 1.40-devel Leopard
build 32-bit (5751)) but I think I can find access on windows 7 64-bit. What
I am trying to do is a maximization through grid search (because I am not
sure that any of the optim() methods works sufficiently to my case, at least
all of them provide quite different results), the reason that I want the
optimizing is because I want to use it for a Monte Carlo analysis for
Smoothed Maximum Score estimator, and for that reason I want the
optimization to be the most efficient possible, but given that I am kind of
amateur on R and on programming in general, I doubt that I can do that
sufficiently.

Thanks again for your help

Dimitris

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