k -> infinity gives the normal distribution. You probably don't care much about the difference between k=1000 and k=100000, so you might try reparametrizing df on [1,infinity) to a parameter on [0,1]...
albyn On Thu, Dec 10, 2009 at 02:14:26PM -0600, Barbara Gonzalez wrote: > Given X1,...,Xn ~ t_k(mu,sigma) student t distribution with k degrees > of freedom, mean mu and standard deviation sigma, I want to obtain the > MLEs of the three parameters (mu, sigma and k). When I try traditional > optimization techniques I don't find the MLEs. Usually I just get > k->infty. Does anybody know of any algorithms/functions in R that can > help me obtain the MLEs? I am especially interested in the MLE for k, > the degrees of freedom. > > Thank you! > > Barbara > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.