Hello,
By fixing log_vraisemblance, gradient and hessian function linked to a
family density like exp(theta.xi), I'm looking for some efficients
estimators by PML.
So I've seen optim,nlminb, et maxLik procedure.
But I 'm not sure that the heteroscedacity of my estimators are considered.
Does anyone has been deal with kind of problem?
Thanks for your help.
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
