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maxLik (version 0.5-8)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Version
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1.5-2.1
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Install
install.packages('maxLik')
Monthly Downloads
33,012
Version
0.5-8
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
March 24th, 2024
Functions in maxLik (0.5-8)
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maxBFGS
BFGS, SANN and Nelder-Mead Maximization
fnSubset
Call fnFull with variable and fixed parameters
nParam
Number of model parameters
activePar
free parameters under maximisation
maximType
Type of Minimization/Maximization
nObs
Return number of observations for statistical models
numericGradient
Functions to Calculate Numeric Derivatives
vcov.maxLik
Variance Covariance Matrix of maxLik objects
hessian
Hessian matrix
summary.maxim
Summary method for maximisation/minimisation
maxLik-internal
Internal maxLik Functions
AIC.maxLik
Methods for the various standard functions
returnMessage
Information about the optimisation process
maxBHHH
BHHH Maximization
returnCode
Return code for optimisation and other objects
compareDerivatives
function to compare analytic and numeric derivatives
summary.maxLik
summary the Maximum-Likelihood estimation
maxLik
Maximum likelihood estimation
logLik.maxLik
Return the log likelihood value
maxNR
Newton-Raphson Maximization
nIter
Return number of iterations for iterative models