Learn R Programming
⚠️There's a newer version (1.5-2.1) of this package.Take me there.

maxLik (version 0.8-0)

Maximum Likelihood Estimation

Description

Tools for Maximum Likelihood Estimation

Copy Link

Version

Install

install.packages('maxLik')

Monthly Downloads

30,669

Version

0.8-0

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

August 12th, 2010

Functions in maxLik (0.8-0)

estfun.maxLik

Extract Gradients Evaluated at each Observation
returnCode

Return code for optimisation and other objects
vcov.maxLik

Variance Covariance Matrix of maxLik objects
numericGradient

Functions to Calculate Numeric Derivatives
AIC.maxLik

Methods for the various standard functions
maxBFGS

BFGS, SANN and Nelder-Mead Maximization
logLik.maxLik

Return the log likelihood value
nIter

Return number of iterations for iterative models
compareDerivatives

function to compare analytic and numeric derivatives
activePar

free parameters under maximisation
hessian

Hessian matrix
maxLik

Maximum likelihood estimation
returnMessage

Information about the optimisation process
nParam.maxim

Number of model parameters
fnSubset

Call fnFull with variable and fixed parameters
summary.maxLik

summary the Maximum-Likelihood estimation
constrOptim2

Linearly constrained optimisation
bread.maxLik

Bread for Sandwich Estimator
maximType

Type of Minimization/Maximization
maxNR

Newton- and Quasi-Newton Maximization
stdEr

Standard deviations
sumt

Equality-constrained optimization
summary.maxim

Summary method for maximisation/minimisation
maxLik-internal

Internal maxLik Functions
nObs.maxLik

Number of Observations
condiNumber

Print matrix condition numbers column-by-column