Web2 Answers Sorted by: 6 The mle function from the stats4 package is a wrapper of optim, which makes it quite easy to produce profile likelihood computations. See help ("profile,mle-method", package = "stats4") for more information. Share Cite Improve this answer Follow answered Jun 22, 2012 at 9:34 NRH 17.2k 61 71 Weboptim can be used recursively, and for a single parameter as well as many. It also accepts a zero-length par, and just evaluates the function with that argument. The control argument is a list that can supply any of the following components: trace Non-negative integer.
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Causes of Rank Deficiency when Fitting GARCH models
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