maxLik: Maximum Likelihood Estimation and Related Tools

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Functions for Maximum Likelihood (ML) estimation and non-linear optimization, and related tools. It includes a unified way to call different optimizers, and classes and methods to handle the results from the ML viewpoint. It also includes a number of convenience tools for testing and developing your own models.

Author
Ott Toomet <otoomet@gmail.com>, Arne Henningsen <arne.henningsen@gmail.com>, with contributions from Spencer Graves and Yves Croissant
Date of publication
2015-11-09 14:41:52
Maintainer
Ott Toomet <otoomet@gmail.com>
License
GPL (>= 2)
Version
1.3-4
URLs

View on CRAN

Man pages

activePar
free parameters under maximisation
bread.maxLik
Bread for Sandwich Estimator
compareDerivatives
function to compare analytic and numeric derivatives
condiNumber
Print matrix condition numbers column-by-column
estfun.maxLik
Extract Gradients Evaluated at each Observation
fnSubset
Call fnFull with variable and fixed parameters
hessian
Hessian matrix
logLik.maxLik
Return the log likelihood value
maxBFGS
BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
maxControl
Class '"MaxControl"'
maximType
Type of Minimization/Maximization
maxLik
Maximum likelihood estimation
maxLik-internal
Internal maxLik Functions
maxLik-methods
Methods for the various standard functions
maxLik-package
Maximum Likelihood Estimation
maxNR
Newton- and Quasi-Newton Maximization
nIter
Return number of iterations for iterative models
nObs
Number of Observations
nParam
Number of model parameters
numericGradient
Functions to Calculate Numeric Derivatives
returnCode
Success or failure of the optimization
summary.maxim
Summary method for maximization
summary.maxLik
summary the Maximum-Likelihood estimation
sumt
Equality-constrained optimization
vcov.maxLik
Variance Covariance Matrix of maxLik objects

Files in this package

maxLik
maxLik/inst
maxLik/inst/CITATION
maxLik/tests
maxLik/tests/fitGammaDist.R
maxLik/tests/examples.Rout.save
maxLik/tests/finalHessian.Rout.save
maxLik/tests/numericGradient.Rout.save
maxLik/tests/BFGSR.R
maxLik/tests/fitGammaDist.Rout.save
maxLik/tests/finalHessian.R
maxLik/tests/methods.R
maxLik/tests/BFGSR.Rout.save
maxLik/tests/parameters_privateTest.Rout.save
maxLik/tests/methods.Rout.save
maxLik/tests/numericGradient.R
maxLik/tests/examples.R
maxLik/tests/constraints.Rout.save
maxLik/tests/fitNormalDist_privateTest.Rout.save
maxLik/tests/constraints.R
maxLik/NAMESPACE
maxLik/NEWS
maxLik/R
maxLik/R/nIter.R
maxLik/R/compareDerivatives.R
maxLik/R/vcov.maxLik.R
maxLik/R/maxNR.R
maxLik/R/maxNRCompute.R
maxLik/R/fnSubset.R
maxLik/R/sumGradients.R
maxLik/R/maxBFGSR.R
maxLik/R/nParam.R
maxLik/R/AIC.R
maxLik/R/30-addControlDddot.R
maxLik/R/maxBHHH.R
maxLik/R/nObs.R
maxLik/R/maxOptim.R
maxLik/R/condiNumber.R
maxLik/R/sumt.R
maxLik/R/estfun.maxLik.R
maxLik/R/10-MaxControl_class.R
maxLik/R/observationGradient.R
maxLik/R/maxSANN.R
maxLik/R/numericHessian.R
maxLik/R/checkBhhhGrad.R
maxLik/R/05-classes.R
maxLik/R/print.maxLik.R
maxLik/R/checkFuncArgs.R
maxLik/R/hessian.R
maxLik/R/logLikGrad.R
maxLik/R/logLik.maxLik.R
maxLik/R/maxNM.R
maxLik/R/maxBFGS.R
maxLik/R/maxCG.R
maxLik/R/returnMessage.R
maxLik/R/maximType.R
maxLik/R/callWithoutArgs.R
maxLik/R/openParam.R
maxLik/R/numericGradient.R
maxLik/R/callWithoutSumt.R
maxLik/R/20-maxControl.R
maxLik/R/maximMessage.R
maxLik/R/maxLik.R
maxLik/R/summary.maxLik.R
maxLik/R/showMaxControl.R
maxLik/R/summary.maxim.R
maxLik/R/prepareFixed.R
maxLik/R/logLikHess.R
maxLik/R/logLikAttr.R
maxLik/R/activePar.R
maxLik/R/returnCode.R
maxLik/R/bread.maxLik.R
maxLik/R/constrOptim2.R
maxLik/R/stdEr.maxLik.R
maxLik/R/addFixedPar.R
maxLik/R/maxBFGSRCompute.R
maxLik/R/coef.maxLik.R
maxLik/R/zzz.R
maxLik/R/logLikFunc.R
maxLik/R/25-addControlList.R
maxLik/MD5
maxLik/DESCRIPTION
maxLik/man
maxLik/man/activePar.Rd
maxLik/man/summary.maxLik.Rd
maxLik/man/nIter.Rd
maxLik/man/estfun.maxLik.Rd
maxLik/man/maxNR.Rd
maxLik/man/maxControl.Rd
maxLik/man/maxLik-internal.Rd
maxLik/man/summary.maxim.Rd
maxLik/man/maxBFGS.Rd
maxLik/man/compareDerivatives.Rd
maxLik/man/maxLik.Rd
maxLik/man/maximType.Rd
maxLik/man/returnCode.Rd
maxLik/man/condiNumber.Rd
maxLik/man/hessian.Rd
maxLik/man/logLik.maxLik.Rd
maxLik/man/vcov.maxLik.Rd
maxLik/man/maxLik-methods.Rd
maxLik/man/fnSubset.Rd
maxLik/man/sumt.Rd
maxLik/man/bread.maxLik.Rd
maxLik/man/nObs.Rd
maxLik/man/numericGradient.Rd
maxLik/man/maxLik-package.Rd
maxLik/man/nParam.Rd