Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (1.5-2.1) of this package.
Take me there.
maxLik (version 1.1-8)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
Copy Link
Link to current version
Version
Version
1.5-2.1
1.5-2
1.4-8
1.4-6
1.4-4
1.4-0
1.3-8
1.3-6
1.3-4
1.3-2
1.3-0
1.2-4
1.2-0
1.1-8
1.1-4
1.1-2
1.1-0
1.0-2
1.0-0
0.8-0
0.7-2
0.7-0
0.6-0
0.5-12
0.5-10
0.5-8
0.5-6
0.5-2
Install
install.packages('maxLik')
Monthly Downloads
35,858
Version
1.1-8
License
GPL (>= 2)
Maintainer
Arne Henningsen
Last Published
September 18th, 2013
Functions in maxLik (1.1-8)
Search all functions
estfun.maxLik
Extract Gradients Evaluated at each Observation
nObs.maxLik
Number of Observations
hessian
Hessian matrix
maximType
Type of Minimization/Maximization
maxNR
Newton- and Quasi-Newton Maximization
nIter
Return number of iterations for iterative models
nParam.maxim
Number of model parameters
returnCode
Return code for optimisation and other objects
bread.maxLik
Bread for Sandwich Estimator
summary.maxim
Summary method for maximisation/minimisation
condiNumber
Print matrix condition numbers column-by-column
maxLik
Maximum likelihood estimation
AIC.maxLik
Methods for the various standard functions
maxLik-internal
Internal maxLik Functions
summary.maxLik
summary the Maximum-Likelihood estimation
logLik.maxLik
Return the log likelihood value
maxBFGS
BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
numericGradient
Functions to Calculate Numeric Derivatives
sumt
Equality-constrained optimization
vcov.maxLik
Variance Covariance Matrix of maxLik objects
fnSubset
Call fnFull with variable and fixed parameters
returnMessage
Information about the optimisation process
compareDerivatives
function to compare analytic and numeric derivatives
activePar
free parameters under maximisation