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2011 May 12
1
Maximization of a loglikelihood function with double sums
Dear R experts,
Attached you can find the expression of a loglikelihood function which I
would like to maximize in R.
So far, I have done maximization with the combined use of the
mathematical programming language AMPL (www.ampl.com) and the solver
SNOPT (http://www.sbsi-sol-optimize.com/manuals/SNOPT%20Manual.pdf).
With these tools, maximization is carried out in a few seconds. I wonder
if that could possible with R, too. Therefore, I would highly appreciate
if any R user with experience in maximization could tell me if a
function like that could be maximized usin...