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R Code and Tutorials
R is a free,
open-source platform for statistical computing. It is powerful and
constantly growing. It can be frustrating to learn, but is well worth the
effort. See the R site
for downloads and documentation.
Lora Murphy and Charlie
Canham have assembled a package of R code to facilitate likelihood
analyses.
The �likelihood� package contains a set of functions for maximum
likelihood estimation using simulated annealing, a global optimization
routine. The implementation of simulated annealing is adapted from Goffe
et al. (1994), and allows bounded searches.� The package is posted on CRAN, and can
be installed from within R.
For more details, see
the section on Package Installation in a brief
introduction to R we put together for the course.
References:
- Goffe, W. L., G. D.
Ferrier, and J. Rogers. 1994. Global optimization of statistical
functions with simulated annealing. Journal of Econometrics 60:
65-99.
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