maxLik: a package for maximum likelihood estimation in R

Arne Henningsen, Ott Toomet

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

    410 Citationer (Scopus)

    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.
    OriginalsprogEngelsk
    TidsskriftComputational Statistics
    Vol/bind26
    Udgave nummer3
    Sider (fra-til)443-458
    Antal sider16
    ISSN0943-4062
    DOI
    StatusUdgivet - 2011

    Citationsformater