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maxLik (version 0.5-10)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
26,663
Version
0.5-10
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
January 24th, 2009
Functions in maxLik (0.5-10)
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maxBHHH
BHHH Maximization
returnCode
Return code for optimisation and other objects
maxLik
Maximum likelihood estimation
summary.maxLik
summary the Maximum-Likelihood estimation
AIC.maxLik
Methods for the various standard functions
numericGradient
Functions to Calculate Numeric Derivatives
nParam
Number of model parameters
maxLik-internal
Internal maxLik Functions
hessian
Hessian matrix
logLik.maxLik
Return the log likelihood value
compareDerivatives
function to compare analytic and numeric derivatives
returnMessage
Information about the optimisation process
activePar
free parameters under maximisation
maxNR
Newton-Raphson Maximization
nIter
Return number of iterations for iterative models
summary.maxim
Summary method for maximisation/minimisation
nObs
Return number of observations for statistical models
condiNumber
Print matrix condition numbers column-by-column
maxBFGS
BFGS, SANN and Nelder-Mead Maximization
vcov.maxLik
Variance Covariance Matrix of maxLik objects
maximType
Type of Minimization/Maximization
fnSubset
Call fnFull with variable and fixed parameters