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maxLik (version 0.5-6)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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1.5-2.1
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Install
install.packages('maxLik')
Monthly Downloads
30,669
Version
0.5-6
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
March 24th, 2024
Functions in maxLik (0.5-6)
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maximType
Type of Minimization/Maximization
maxNR
Newton-Raphson Maximization
fnSubset
Call fnFull with variable and fixed parameters
compareDerivatives
function to compare analytic and numeric derivatives
maxBFGS
BFGS, SANN and Nelder-Mead Maximization
logLik.maxLik
Return the log likelihood value
numericGradient
Functions to Calculate Numeric Derivatives
activePar
free parameters under maximisation
returnMessage
Information about the optimisation process
AIC.maxLik
Methods for the various standard functions
returnCode
Return code for optimisation and other objects
maxBHHH
BHHH Maximization
maxLik
Maximum likelihood estimation
vcov.maxLik
Variance Covariance Matrix of maxLik objects
maxLik-internal
Internal maxLik Functions
hessian
Hessian matrix
nIter
Return number of iterations for iterative models
summary.maxLik
summary the Maximum-Likelihood estimation
summary.maxim
Summary method for maximisation/minimisation
nParam
Number of model parameters
nObs
Return number of observations for statistical models