[R] Weighted Likelihood Estimation of NIG Dist.

Hi All, I've put together some script which gives me the parameters of a modified NIG distribution. Now I'd like to include a weighted vector within the maximization function. The code below gives me parameter estimates which are implicitly equally weighted. nig.par.fit <- try(optim(vega,

Re: [R] Multilevel pseudo maximum likelihood

Caterina, Did you get an answer to this question? I'm trying to do something similar. Jason -- View this message in context: http://r.789695.n4.nabble.com/Multilevel-pseudo-maximum-likelihood-tp878413p3213583.html Sent from the R help mailing list archive at Nabble.com. __