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maxLik (version 1.0-2)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
35,858
Version
1.0-2
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
October 17th, 2011
Functions in maxLik (1.0-2)
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logLik.maxLik
Return the log likelihood value
AIC.maxLik
Methods for the various standard functions
maxLik-internal
Internal maxLik Functions
estfun.maxLik
Extract Gradients Evaluated at each Observation
compareDerivatives
function to compare analytic and numeric derivatives
maxBFGS
BFGS, SANN and Nelder-Mead Maximization
nObs.maxLik
Number of Observations
returnMessage
Information about the optimisation process
returnCode
Return code for optimisation and other objects
summary.maxim
Summary method for maximisation/minimisation
bread.maxLik
Bread for Sandwich Estimator
vcov.maxLik
Variance Covariance Matrix of maxLik objects
maxNR
Newton- and Quasi-Newton Maximization
activePar
free parameters under maximisation
fnSubset
Call fnFull with variable and fixed parameters
summary.maxLik
summary the Maximum-Likelihood estimation
nIter
Return number of iterations for iterative models
maxLik
Maximum likelihood estimation
numericGradient
Functions to Calculate Numeric Derivatives
maximType
Type of Minimization/Maximization
hessian
Hessian matrix
nParam.maxim
Number of model parameters
sumt
Equality-constrained optimization
condiNumber
Print matrix condition numbers column-by-column