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maxLik (version 0.8-0)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
31,039
Version
0.8-0
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
August 12th, 2010
Functions in maxLik (0.8-0)
Search functions
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