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.
Originalsprog | Engelsk |
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Tidsskrift | Computational Statistics |
Vol/bind | 26 |
Udgave nummer | 3 |
Sider (fra-til) | 443-458 |
Antal sider | 16 |
ISSN | 0943-4062 |
DOI | |
Status | Udgivet - 2011 |