maxLik: a package for maximum likelihood estimation in R

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

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.
TidsskriftComputational Statistics
Udgave nummer3
Sider (fra-til)443-458
Antal sider16
StatusUdgivet - 2011

ID: 34286986