For general maxiimum likelihood estimation, have you considered the
function mle in library(stats4)? I've learned some things (a) reading
the documentation for mle and for other topics listed under See Also
and (b) working the Examples in the documentation.
Regarding AR
Hello everyone.
I want to write some likelihood functions to use with optim. For example
AR-structures, I have written a couple of functions that appear to get the
job done. But, since I am new to R, I wanted to ask if there are any
references in this topic.
Thanks in advance,
