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maxLik (version 0.7-2)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
26,663
Version
0.7-2
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
May 5th, 2010
Functions in maxLik (0.7-2)
Search functions
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