I'm trying to get a grasp of maximum-likelihood estimation and would like to find a package that performs mle (hopefully a simple example). It seems as if there are plenty of packages that make use of different types of likelihood estimators, but none are of a simple, "newbie" type. Does anyone have a suggestion for which package would be the best for a mle example? Thanks, Jeff.
fitdistr in MASS. It's about as basic as you can get: iid samples from standard distributions. On Sat, 14 Dec 2002, Jeff D. Hamann wrote:> I'm trying to get a grasp of maximum-likelihood estimation and would like to > find a package that performs mle (hopefully a simple example). It seems as > if there are plenty of packages that make use of different types of > likelihood estimators, but none are of a simple, "newbie" type. Does anyone > have a suggestion for which package would be the best for a mle example? > > Thanks, > Jeff. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > http://www.stat.math.ethz.ch/mailman/listinfo/r-help >-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595
Jeff D. Hamann wrote:> I'm trying to get a grasp of maximum-likelihood estimation and would like to > find a package that performs mle (hopefully a simple example). It seems as > if there are plenty of packages that make use of different types of > likelihood estimators, but none are of a simple, "newbie" type. Does anyone > have a suggestion for which package would be the best for a mle example? >I would suggest that you check out the very good book by Yudi Pawitan entitled "In all likelihood". He provides the R code for *all* of the examples and figures in the book at the following web page. http://statistics.ucc.ie/staff/yudi/ -Bill
I have an "mleprof" package that implements some basic methods for ML estimation, profiling, etc.. It's in the bbmisc package on my web page at http://www.zoo.ufl.edu/bolker/R (windows or src). Ben Bolker On Sat, 14 Dec 2002, Jeff D. Hamann wrote:> I'm trying to get a grasp of maximum-likelihood estimation and would like to > find a package that performs mle (hopefully a simple example). It seems as > if there are plenty of packages that make use of different types of > likelihood estimators, but none are of a simple, "newbie" type. Does anyone > have a suggestion for which package would be the best for a mle example? > > Thanks, > Jeff. > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > http://www.stat.math.ethz.ch/mailman/listinfo/r-help >-- 318 Carr Hall bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704