x_mle: Modification of the mle function from the stats4 package

In intelligentaccident/xreg: Flexible maximum likelihood-based regression

Description

Modified version of the mle function from stats4. Allows arbitrary parameters in function provided to parmaeter minuslogl. Intended for internal use by xreg.

Usage

x_mle(
  minuslogl,
  start = formals(minuslogl),
  method = "L-BFGS-B",
  fixed = list(),
  nobs,
  solve_hessian = T,
  return_first = FALSE,
  lower = -Inf,
  upper = Inf,
  ...
)

Arguments

minuslogl	Function to be minimized
start	list or named vector of start values for parametres to be fitted
method	Method to be used by optim.
fixed	list of fixed named parameters (will not be passed to optim for fitting).
nobs	number of observations. Not used presently
solve_hessian	If false, will not try to calculate standard errors. Default is TRUE
return_first	If set to TRUE, will return result of minusloglik using values supplied to start
lower	named list of lower bounds for fitting of values. Requires method L-BFGS-B
upper	named list of upper bounds for fitting of values. Requires method L_BFGS-B
...	Arguments to be passed on to minuslogl or optim

Author(s)

Original funciton by R Core Team and contributors. Edits to work properly with xreg by Kim Rand

intelligentaccident/xreg documentation built on Jan. 17, 2021, 7:38 a.m.