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maxLik (version 1.1-0)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
26,663
Version
1.1-0
License
GPL (>= 2)
Homepage
http://CRAN.R-project.org
Maintainer
Arne Henningsen
Last Published
January 12th, 2012
Functions in maxLik (1.1-0)
Search functions
numericGradient
Functions to Calculate Numeric Derivatives
vcov.maxLik
Variance Covariance Matrix of maxLik objects
sumt
Equality-constrained optimization
logLik.maxLik
Return the log likelihood value
maxLik-internal
Internal maxLik Functions
AIC.maxLik
Methods for the various standard functions
nParam.maxim
Number of model parameters
summary.maxim
Summary method for maximisation/minimisation
summary.maxLik
summary the Maximum-Likelihood estimation
fnSubset
Call fnFull with variable and fixed parameters
compareDerivatives
function to compare analytic and numeric derivatives
returnCode
Return code for optimisation and other objects
bread.maxLik
Bread for Sandwich Estimator
nObs.maxLik
Number of Observations
hessian
Hessian matrix
returnMessage
Information about the optimisation process
maxLik
Maximum likelihood estimation
condiNumber
Print matrix condition numbers column-by-column
maxNR
Newton- and Quasi-Newton Maximization
maximType
Type of Minimization/Maximization
estfun.maxLik
Extract Gradients Evaluated at each Observation
activePar
free parameters under maximisation
nIter
Return number of iterations for iterative models
maxBFGS
BFGS, conjugate gradient, SANN and Nelder-Mead Maximization