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maxLik (version 1.2-0)
Maximum Likelihood Estimation
Description
Tools for Maximum Likelihood Estimation
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Install
install.packages('maxLik')
Monthly Downloads
19,726
Version
1.2-0
License
GPL (>= 2)
Maintainer
Arne Henningsen
Last Published
October 22nd, 2013
Functions in maxLik (1.2-0)
Search functions
maxLik
Maximum likelihood estimation
logLik.maxLik
Return the log likelihood value
numericGradient
Functions to Calculate Numeric Derivatives
fnSubset
Call fnFull with variable and fixed parameters
maxNR
Newton- and Quasi-Newton Maximization
returnCode
Return code for optimisation and other objects
nParam.maxim
Number of model parameters
compareDerivatives
function to compare analytic and numeric derivatives
nIter
Return number of iterations for iterative models
maxLik-internal
Internal maxLik Functions
sumt
Equality-constrained optimization
activePar
free parameters under maximisation
summary.maxLik
summary the Maximum-Likelihood estimation
hessian
Hessian matrix
condiNumber
Print matrix condition numbers column-by-column
maxBFGS
BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
summary.maxim
Summary method for maximisation/minimisation
bread.maxLik
Bread for Sandwich Estimator
nObs.maxLik
Number of Observations
maximType
Type of Minimization/Maximization
estfun.maxLik
Extract Gradients Evaluated at each Observation
returnMessage
Information about the optimisation process
AIC.maxLik
Methods for the various standard functions
vcov.maxLik
Variance Covariance Matrix of maxLik objects