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Maximum Likelihood Programming in R

Maximum Likelihood Programming in R

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l = ¡:5nln(2…)¡:5nln(¾2)¡ 1 2¾2 X i (yi ¡„)2 We can program this function in the following way: normal.lik1<-function(theta,y)f mu<-theta[1] sigma2<-theta[2] n<-nrow(y) 2We ask for ¡1 £ l because the optim command minimizes a function by default. Mini-mization of ¡l is the same as maximization of l, which is what we want. 3

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