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...much or if there is room for improvement. * Problem #1 with fixed parameters. I can't manage to get profile-based confidence intervals when some parameters of the likelihood function are fixed: -----------8<-------------------------------- library(stats4) minusLogL1 <- function(mu, logsigma2) { N*log(2*pi*exp(logsigma2))/2 + N*(var(x)+(mean(x)-mu)^2)/(2*exp(logsigma2)) } minusLogL2 <- function(mu) { logsigma2 <- 0; N*log(2*pi*exp(logsigma2))/2 + N*(var(x)+(mean(x)-mu)^2)/(2*exp(logsigma2)) } N <- 100 x <- rnorm(N, 0, 1) fit <- mle(minusLogL1, start=list(mu=0, logsig...

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]