Hi,
Should compute some Maximum likelihood estimators:
- simulated ML, but probably analytical as well
- lots of parameters (are there nice search algorithms easily available?)
- potentially large data (speed +)
So, Octave/Matlab, R, Fortran?? Opinons? Can I compile Fortran with open source tools? What is quick to learn?
Any book recommendations? Online resources that you've found useful? Code examples? Thanks for any hints!