## ML estimation of exponential duration model:
t <- rexp(10, 2)
loglik <- function(theta) log(theta) - theta*t
## Estimate with numeric gradient and hessian
a <- maxLik(loglik, start=1 )
gradient(a)
# Extract the gradients evaluated at each observation
library( sandwich )
estfun( a )
## Estimate with analytic gradient.
## Note: it returns a vector
gradlik <- function(theta) 1/theta - t
b <- maxLik(loglik, gradlik, start=1)
gradient(a)
estfun( b )
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