[R] Maximum Likelihood Estimation and Optimisation

[Fohr, Marc [AM]]

Hello,

I want to calculate a maximum likelihood funktion in R in order to solve for the 
parameters of an estimator. Is there an easy way to do this in R? How do I get the 
parameters and the value of the maximum likelihood funktion. 

More, I want to specify the algorithm of the optimisation above: BHHH (Berndt Hall 
Hall Hausman). Is this possible?

Thanks a lot for your help and best regards

Marc

-
Marc Fohr, CFA
Equity Portfolio Manager
First Private Investment Management
Neue Mainzer Strasse 75
D-60311 Frankfurt/Main
Phone: ++49 - 69 - 2607 5424
Fax: ++49 - 69 - 2607 5440
Email: [EMAIL PROTECTED]

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[R] (no subject)

[Fohr, Marc [AM]]

Hello,

I am interested in R as an alternative for a statistical tool at our firm. I
do know RATS an SPSS but not S+. As I read that R is close to S+, I would
like to know if you could recommend me any books as an introduction to S+ or
R.

Best regards

Marc


-
Marc Fohr, CFA
Equity Portfolio Manager
First Private Investment Management
Neue Mainzer Strasse 75
D-60311 Frankfurt/Main
Phone: ++49 - 69 - 2607 5424
Fax: ++49 - 69 - 2607 5440
Email: [EMAIL PROTECTED]

-

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