maxLik: A package for maximum likelihood estimation in R
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Authors | Arne Henningsen, Ott Toomet |
Journal/Conference Name | Computational Statistics |
Paper Category | Other |
Paper Abstract | This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced features of the optimization algorithms, such as forcing the value of a particular parameter to be fixed, are also supported. |
Date of publication | 2011 |
Code Programming Language | R |
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