likelihood.model-package: likelihood.model: Likelihood-Based Inference in the Fisherian...

In likelihood.model: Likelihood-Based Statistical Inference in the Fisherian Tradition

likelihood.model: Likelihood-Based Inference in the Fisherian Tradition

Description

The likelihood.model package provides a framework for likelihood-based inference. The package is organized in layers:

Core Concept (core-generics.R): The likelihood_model "concept" – an abstract interface that any model can implement. At minimum, implement loglik(). Optionally provide score() and hess_loglik() for analytical derivatives; defaults use numerical differentiation via numDeriv.

Core Infrastructure:

• fisher_mle / fisher_boot: Result objects from MLE fitting, with methods for coef(), vcov(), confint(), algebraic.mle::se(), stats::AIC(), stats::BIC(), summary().

• fit(): Default MLE solver using optim(). Models can override this with closed-form solutions (see exponential_lifetime for an example).

• Fisherian inference: support(), relative_likelihood(), likelihood_interval(), profile_loglik(), evidence() – pure likelihood-based inference without probability statements.

• lrt(): Likelihood ratio test for nested models.

Example Implementation: exponential_lifetime: Exponential with right-censoring support. Demonstrates closed-form MLE (no optim needed), analytical FIM, and rdata() for Monte Carlo validation.

For contribution-based models with heterogeneous observation types, see the companion package likelihood.contr.

Author(s)

Maintainer: Alexander Towell [e-mail] (ORCID)

See Also

Useful links:

• https://github.com/queelius/likelihood.model

• https://queelius.github.io/likelihood.model/

• Report bugs at https://github.com/queelius/likelihood.model/issues

likelihood.model documentation built on March 19, 2026, 9:07 a.m.