Monte Carlo Optimization
Using the function you wrote for Homework 5 and the data set that went with it
loaded by R command
load(url("http://www.stat.umn.edu/geyer/8054/hw/hw10/hw10data.rda"))
use the R package trust
(on-line
help) to find the maximum of your function.
- Report the optimal value (maximum likelihood estimate).
- Report minus the Hessian at the optimal value (Fisher information).
- Calculate asymptotic standard errors for each component using Fisher information.
