mle: Entry point for the maximum likelihood estimation

In mfrdixon/MLEMVD: Maximum Likelihood Estimation for Diffusion Equations

Description

Entry point for the maximum likelihood estimation

Usage

mle(logdensity, x, del, param0, args = NULL)

Arguments

logdensity	the model log likelihood function
x	Time series of the observed state variables
del	The uniform time step between observations
param0	The parameter vector
args	Arguments passed to the numerical optimization method

Value

list containing the MLE parameter and diagnostics

Examples

 mle(ModelU1,c(0.1,0.2,0.13,0.14),0.1,c(0.2,0.3,0.1,0.5,0.9))

mfrdixon/MLEMVD documentation built on May 22, 2019, 8:52 p.m.