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maxLik (version 0.5-2)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
26,663
Version
0.5-2
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
February 24th, 2008
Functions in maxLik (0.5-2)
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maximType
Type of Minimization/Maximization
maxLik
Maximum likelihood estimation
AIC.maxLik
Methods for the various standard functions
returnCode
Return code for optimisation and other objects
nIter
Return number of iterations for iterative models
nParam
Number of model parameters
maxBHHH
BHHH Maximization
logLik.maxLik
Return the log likelihood value
hessian
Hessian matrix
returnMessage
Information about the optimisation process
summary.maxim
Summary method for maximisation/minimisation
maxBFGS
BFGS, SANN and Nelder-Mead Maximization
nObs
Return number of observations for statistical models
maxNR
Newton-Raphson Maximization
maxLik-internal
Internal maxLik Functions
compareDerivatives
function to compare analytic and numeric derivatives
numericGradient
Functions to Calculate Numeric Derivatives
activePar
free parameters under maximisation
vcov.maxLik
Variance Covariance Matrix of maxLik objects
summary.maxLik
summary the Maximum-Likelihood estimation