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
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.
- Goffe, W. L., G. D.
Ferrier, and J. Rogers. 1994. Global optimization of statistical
functions with simulated annealing. Journal of Econometrics 60: