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maxLik (version 0.5-12)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
35,858
Version
0.5-12
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
July 18th, 2009
Functions in maxLik (0.5-12)
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fnSubset
Call fnFull with variable and fixed parameters
hessian
Hessian matrix
activePar
free parameters under maximisation
nParam
Number of model parameters
maxLik-internal
Internal maxLik Functions
returnMessage
Information about the optimisation process
summary.maxLik
summary the Maximum-Likelihood estimation
maxLik
Maximum likelihood estimation
numericGradient
Functions to Calculate Numeric Derivatives
AIC.maxLik
Methods for the various standard functions
maxBHHH
BHHH Maximization
nObs
Return number of observations for statistical models
maximType
Type of Minimization/Maximization
nIter
Return number of iterations for iterative models
maxNR
Newton-Raphson Maximization
compareDerivatives
function to compare analytic and numeric derivatives
summary.maxim
Summary method for maximisation/minimisation
logLik.maxLik
Return the log likelihood value
condiNumber
Print matrix condition numbers column-by-column
vcov.maxLik
Variance Covariance Matrix of maxLik objects
maxBFGS
BFGS, SANN and Nelder-Mead Maximization
returnCode
Return code for optimisation and other objects