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maxLik (version 0.7-0)

Maximum Likelihood Estimation

Description

Tools for Maximum Likelihood Estimation

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Version

Install

install.packages('maxLik')

Monthly Downloads

35,858

Version

0.7-0

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

April 17th, 2010

Functions in maxLik (0.7-0)

nParam

Number of model parameters
maximType

Type of Minimization/Maximization
fnSubset

Call fnFull with variable and fixed parameters
constrOptim2

Linearly constrained optimisation
maxLik

Maximum likelihood estimation
maxNR

Newton-Raphson Maximization
vcov.maxLik

Variance Covariance Matrix of maxLik objects
sumt

Equality-constrained optimization
maxBFGS

BFGS, SANN and Nelder-Mead Maximization
condiNumber

Print matrix condition numbers column-by-column
logLik.maxLik

Return the log likelihood value
numericGradient

Functions to Calculate Numeric Derivatives
summary.maxLik

summary the Maximum-Likelihood estimation
returnCode

Return code for optimisation and other objects
AIC.maxLik

Methods for the various standard functions
compareDerivatives

function to compare analytic and numeric derivatives
stdEr

Standard deviations
summary.maxim

Summary method for maximisation/minimisation
maxLik-internal

Internal maxLik Functions
activePar

free parameters under maximisation
returnMessage

Information about the optimisation process
maxBHHH

BHHH Maximization
nIter

Return number of iterations for iterative models
hessian

Hessian matrix
nObs

Return number of observations for statistical models