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maxLik (version 1.1-2)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
19,726
Version
1.1-2
License
GPL (>= 2)
Maintainer
Arne Henningsen
Last Published
March 5th, 2012
Functions in maxLik (1.1-2)
Search functions
maxLik
Maximum likelihood estimation
compareDerivatives
function to compare analytic and numeric derivatives
nParam.maxim
Number of model parameters
returnCode
Return code for optimisation and other objects
logLik.maxLik
Return the log likelihood value
numericGradient
Functions to Calculate Numeric Derivatives
AIC.maxLik
Methods for the various standard functions
bread.maxLik
Bread for Sandwich Estimator
sumt
Equality-constrained optimization
nObs.maxLik
Number of Observations
maxBFGS
BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
nIter
Return number of iterations for iterative models
fnSubset
Call fnFull with variable and fixed parameters
vcov.maxLik
Variance Covariance Matrix of maxLik objects
estfun.maxLik
Extract Gradients Evaluated at each Observation
returnMessage
Information about the optimisation process
maxNR
Newton- and Quasi-Newton Maximization
activePar
free parameters under maximisation
hessian
Hessian matrix
summary.maxLik
summary the Maximum-Likelihood estimation
maximType
Type of Minimization/Maximization
condiNumber
Print matrix condition numbers column-by-column
summary.maxim
Summary method for maximisation/minimisation
maxLik-internal
Internal maxLik Functions