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maxLik (version 0.7-2)

Maximum Likelihood Estimation

Description

Tools for Maximum Likelihood Estimation

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Version

Install

install.packages('maxLik')

Monthly Downloads

30,669

Version

0.7-2

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

May 5th, 2010

Functions in maxLik (0.7-2)

maxLik-internal

Internal maxLik Functions
logLik.maxLik

Return the log likelihood value
condiNumber

Print matrix condition numbers column-by-column
maximType

Type of Minimization/Maximization
compareDerivatives

function to compare analytic and numeric derivatives
activePar

free parameters under maximisation
constrOptim2

Linearly constrained optimisation
fnSubset

Call fnFull with variable and fixed parameters
sumt

Equality-constrained optimization
maxBHHH

BHHH Maximization
maxLik

Maximum likelihood estimation
nIter

Return number of iterations for iterative models
nParam

Number of model parameters
vcov.maxLik

Variance Covariance Matrix of maxLik objects
hessian

Hessian matrix
AIC.maxLik

Methods for the various standard functions
returnMessage

Information about the optimisation process
maxNR

Newton-Raphson Maximization
maxBFGS

BFGS, SANN and Nelder-Mead Maximization
summary.maxim

Summary method for maximisation/minimisation
returnCode

Return code for optimisation and other objects
numericGradient

Functions to Calculate Numeric Derivatives
summary.maxLik

summary the Maximum-Likelihood estimation
nObs

Return number of observations for statistical models
stdEr

Standard deviations