maxLik (version 1.3-2)

summary.maxLik: summary the Maximum-Likelihood estimation

Description

Summary the Maximum-Likelihood estimation including standard errors and t-values.

Usage

## S3 method for class 'maxLik':
summary(object, eigentol=1e-12, ... )
## S3 method for class 'summary.maxLik':
coef(object, \ldots)

Arguments

object

object of class 'maxLik', or 'summary.maxLik', usually a result from Maximum-Likelihood estimation.

eigentol

The standard errors are only calculated if the ratio of the smallest and largest eigenvalue of the Hessian matrix is less than eigentol. Otherwise the Hessian is treated as singular.

...

currently not used.

Value

• An object of class 'summary.maxLik' with following components: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

See Also

maxLik

Examples

## ML estimation of exponential distribution:
t <- rexp(100, 2)
loglik <- function(theta) log(theta) - theta*t
gradlik <- function(theta) 1/theta - t
hesslik <- function(theta) -100/theta^2
## Estimate with numeric gradient and hessian
a <- maxLik(loglik, start=1, control=list(printLevel=2))
summary(a)
## Estimate with analytic gradient and hessian
a <- maxLik(loglik, gradlik, hesslik, start=1, control=list(printLevel=2))
summary(a)