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maxLik (version 0.5-6)

Maximum Likelihood Estimation

Description

Tools for Maximum Likelihood Estimation

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Version

Install

install.packages('maxLik')

Monthly Downloads

30,669

Version

0.5-6

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

March 24th, 2024

Functions in maxLik (0.5-6)

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