[R] a generic Adaptive Gauss Quadrature function in R?

Lei Liu liulei at virginia.edu
Tue Aug 22 22:01:33 CEST 2006


Hi there,

I am using SAS Proc NLMIXED to maximize a likelihood with 
multivariate normal random effects. An example is the two part random 
effects model for repeated measures semi-continous data with a 
cluster at 0. I use the "model y ~ general(loglike)" statement in 
Proc NLMIXED, so I can specify a general log likelihood function 
constructed by SAS programming statements. Then the likelihood can be 
maximized by AGQ. Is there a similar generic AGQ function in R to let 
me write explicitly the log likelihood and then maximize it 
accordingly? Can nlme do the work? Thanks!

Lei Liu
Assistant Professor
Division of Biostatistics and Epidemiology
Department of Public Health Sciences
School of Medicine
University of Virginia

3181 Hospital West Complex
Charlottesville, VA 22908-0717

1-434-982-3364 (o)
1-434-806-8086 (c)
1-434-243-5787 (f)

liulei at virginia.edu
ll9f at virginia.edu



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