[R] Programmation pour MLE

Dirk Eddelbuettel edd at debian.org
Thu Jul 22 16:26:34 CEST 2004

On Thu, Jul 22, 2004 at 06:48:58AM +0200, Ahmed Elhabti wrote:
> Je veux cherch? l?estimateur de vraisemblance maximal (MLE)d?une fonction ? 3 param?tre inconue ?tant donn? une ?chantillon de taille 50 (les observations des valeurs de x) alors comment je peux proc?d? 
> La fonction de densit? est d?finie par : 
> f(x)= 1/3(g(a1)+g(a2)+g(a3))
> avec g(ai)=(exp(ai)*ai^x)/x! pour i=1,2,3.

The list language is English, so please pardon my reply for using it. 

This should be reasonably straightforward with optim() and a simple function
that sums the terms of the log-likelihood, see   help("optim"). 

There is also the mle function / class in stats4 which may help you as it
wraps around optim(),  see  help("mle", package="stats4").

> Je vous remercie beaucoup.

De rien.


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                                                -- Groucho Marx

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