search for: maximim

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2005 Dec 13
0
Constrained Log-Likelihood with SQP Solver
Dear R-Users, I'm searching for somebody who can support me or even likes to collaborate with me in setting up an R-package for "constrained maximim log-likelihood" parameter estimation. For example fitting the parameters of a MA(1)-APARCH(1,1) model for a time series of 17'000 points (e.g. the famous Ding-Granger-Engle mode) takes about 10 minutes with the existing optimization algorithms available under R. Modern state of the ar...
2008 Dec 04
2
Packet size limit for HDLC?
Hi, I'm using app_pppd with a Digium-PRI-card for PPP connections. I had some strange problems with some IP packets passing and some not, e.g. ftp login went well, but as soon as I tried to up- or download a file, noting was transferred. I finally guessed, it must have to do something with the packet size. Then I started pppd with the parameters mtu 296 and mru 296 as in further times with