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maxLik (version 0.6-0)

Maximum Likelihood Estimation

Description

Tools for Maximum Likelihood Estimation

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Version

Install

install.packages('maxLik')

Monthly Downloads

30,669

Version

0.6-0

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

October 16th, 2009

Functions in maxLik (0.6-0)

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