mle: Constructor for making 'mle' objects, which provides a common...

In queelius/algebraic.mle: Algebraic Maximum Likelihood Estimators

Constructor for making 'mle' objects, which provides a common interface for maximum likelihood estimators.

Description

This MLE makes the asymptotic assumption by default. Other MLEs, like 'mle_boot', may not make this assumption.

Usage

mle(
  theta.hat,
  loglike = NULL,
  score = NULL,
  sigma = NULL,
  info = NULL,
  obs = NULL,
  nobs = NULL,
  superclasses = NULL
)

Arguments

theta.hat	the MLE
loglike	the log-likelihood of 'theta.hat' given the data
score	the score function evaluated at 'theta.hat'
sigma	the variance-covariance matrix of 'theta.hat' given that data
info	the information matrix of 'theta.hat' given the data
obs	observation (sample) data
nobs	number of observations in 'obs'
superclasses	class (or classes) with 'mle' as base

queelius/algebraic.mle documentation built on Jan. 29, 2025, 3:23 p.m.