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maxLik (version 1.0-0)

Maximum Likelihood Estimation

Description

Tools for Maximum Likelihood Estimation

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Version

Install

install.packages('maxLik')

Monthly Downloads

33,012

Version

1.0-0

License

GPL (>= 2)

Maintainer

Arne Henningsen

Last Published

October 15th, 2010

Functions in maxLik (1.0-0)

constrOptim2

Linearly constrained optimisation
vcov.maxLik

Variance Covariance Matrix of maxLik objects
nIter

Return number of iterations for iterative models
numericGradient

Functions to Calculate Numeric Derivatives
compareDerivatives

function to compare analytic and numeric derivatives
maxBFGS

BFGS, SANN and Nelder-Mead Maximization
fnSubset

Call fnFull with variable and fixed parameters
nParam.maxim

Number of model parameters
logLik.maxLik

Return the log likelihood value
estfun.maxLik

Extract Gradients Evaluated at each Observation
returnCode

Return code for optimisation and other objects
bread.maxLik

Bread for Sandwich Estimator
condiNumber

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

Number of Observations
maxLik-internal

Internal maxLik Functions
activePar

free parameters under maximisation
maxNR

Newton- and Quasi-Newton Maximization
sumt

Equality-constrained optimization
summary.maxLik

summary the Maximum-Likelihood estimation
hessian

Hessian matrix
AIC.maxLik

Methods for the various standard functions
maxLik

Maximum likelihood estimation
returnMessage

Information about the optimisation process
summary.maxim

Summary method for maximisation/minimisation
maximType

Type of Minimization/Maximization