Description Usage Arguments Value Author(s) See Also Examples
View source: R/logLik.maxLik.R
Return the log likelihood value of objects of class maxLik
and summary.maxLik
.
1 2 3 4 |
object |
object of class |
... |
additional arguments to methods |
A scalar numeric, log likelihood of the estimated model. It has attribute “df”, number of free parameters.
Arne Henningsen, Ott Toomet
1 2 3 4 5 6 7 8 9 10 11 12 | ## ML estimation of exponential duration model:
t <- rexp(100, 2)
loglik <- function(theta) log(theta) - theta*t
gradlik <- function(theta) 1/theta - t
hesslik <- function(theta) -100/theta^2
## Estimate with analytic gradient and hessian
a <- maxLik(loglik, gradlik, hesslik, start=1)
## print log likelihood value
logLik( a )
## print log likelihood value of summary object
b <- summary( a )
logLik( b )
|
Loading required package: miscTools
Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.
If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/
[1] -24.02338
[1] -24.02338
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