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maxLik (version 0.6-0)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
26,663
Version
0.6-0
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
October 16th, 2009
Functions in maxLik (0.6-0)
Search functions
maxLik-internal
Internal maxLik Functions
maxNR
Newton-Raphson Maximization
summary.maxLik
summary the Maximum-Likelihood estimation
nObs
Return number of observations for statistical models
returnMessage
Information about the optimisation process
nParam
Number of model parameters
maximType
Type of Minimization/Maximization
hessian
Hessian matrix
fnSubset
Call fnFull with variable and fixed parameters
maxLik
Maximum likelihood estimation
activePar
free parameters under maximisation
logLik.maxLik
Return the log likelihood value
vcov.maxLik
Variance Covariance Matrix of maxLik objects
summary.maxim
Summary method for maximisation/minimisation
nIter
Return number of iterations for iterative models
returnCode
Return code for optimisation and other objects
maxBFGS
BFGS, SANN and Nelder-Mead Maximization
maxBHHH
BHHH Maximization
compareDerivatives
function to compare analytic and numeric derivatives
condiNumber
Print matrix condition numbers column-by-column
AIC.maxLik
Methods for the various standard functions
stdEr
Standard deviations
sumt
Equality-constrained optimization
numericGradient
Functions to Calculate Numeric Derivatives