Displaying 1 result from an estimated 1 matches for "nugradient".
2011 May 03
3
help with the maxBHHH routine
...R's inbuilt maximum likelihood functions, for the
different methods (NR, BFGS, etc).
I have figured out how to use all of them except the maxBHHH function. This
one is different from the others as it requires an observation level
gradient.
I am using the following syntax:
maxBHHH(logLik,grad=nuGradient,finalHessian="BHHH",start=prm,iterlim=2)
where logLik is the likelihood function and returns a vector of observation
level likelihoods and nuGradient is a function that returns a matrix with
each row corresponding to a single observation and the columns corresponding
to the gradient valu...