Package: maxLik 1.6-11
Ott Toomet
maxLik: Maximum Likelihood Estimation and Related Tools
Functions for Maximum Likelihood (ML) estimation, non-linear optimization, and related tools. It includes a unified way to call different optimizers, and classes and methods to handle the results from the Maximum Likelihood viewpoint. It also includes a number of convenience tools for testing and developing your own models.
Authors:
maxLik_1.6-11.tar.gz
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maxLik_1.6-11.tgz(r-4.6-any)maxLik_1.6-11.tgz(r-4.5-any)
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maxLik_1.6-11.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
maxLik/json (API)
| # Install 'maxLik' in R: |
| install.packages('maxLik', repos = c('https://arne-henningsen.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/arne-henningsen/maxlik/issues
Last updated from:a3633e4dd4. Checks:7 WARNING, 1 ERROR, 1 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | WARNING | 143 | ||
| source / vignettes | ERROR | 385 | ||
| linux-release | WARNING | 127 | ||
| macos-release | WARNING | 111 | ||
| macos-oldrel | WARNING | 133 | ||
| windows-devel | WARNING | 93 | ||
| windows-release | WARNING | 81 | ||
| windows-oldrel | WARNING | 77 | ||
| wasm-release | OK | 119 |
Exports:activeParcompareDerivativescondiNumberfnSubsetglancegradienthessianmaxAdammaxBFGSmaxBFGSRmaxBHHHmaxCGmaxControlmaximTypemaxLikmaxNMmaxNRmaxSANNmaxSGAmaxValuenIternumericGradientnumericHessiannumericNHessianobjectiveFnreturnCodereturnMessageshowstoredParametersstoredValuessumttidy
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Maximum Likelihood Estimation | maxLik-package |
| free parameters under maximization | activePar activePar.default |
| Methods for the various standard functions | AIC.maxLik coef.maxim coef.maxLik stdEr.maxLik |
| Bread for Sandwich Estimator | bread bread.maxLik |
| function to compare analytic and numeric derivatives | compareDerivatives |
| Print matrix condition numbers column-by-column | condiNumber condiNumber.default condiNumber.maxLik |
| confint method for maxLik objects | confint confint.maxLik |
| Call fnFull with variable and fixed parameters | fnSubset |
| Extract Gradients Evaluated at each Observation | estfun estfun.maxLik gradient gradient.maxim |
| Hessian matrix | hessian hessian.default |
| Return the log likelihood value | logLik.maxLik logLik.summary.maxLik |
| BFGS, conjugate gradient, SANN and Nelder-Mead Maximization | maxBFGS maxCG maxNM maxSANN |
| Class '"MaxControl"' | maxControl maxControl,MaxControl-method maxControl,maxim-method maxControl,missing-method MaxControl-class show,MaxControl-method |
| Type of Minimization/Maximization | maximType maximType.default maximType.maxim maximType.MLEstimate |
| Maximum likelihood estimation | maxLik print.maxLik show,maxLik-method |
| Newton- and Quasi-Newton Maximization | maxBFGSR maxBHHH maxNR |
| Stochastic Gradient Ascent | maxAdam maxSGA |
| Function value at maximum | maxValue maxValue.maxim |
| Return number of iterations for iterative models | nIter nIter.default |
| Number of Observations | nobs,maxLik-method nObs.maxLik |
| Number of model parameters | nParam.maxim |
| Functions to Calculate Numeric Derivatives | numericGradient numericHessian numericNHessian |
| Optimization Objective Function | objectiveFn objectiveFn.maxim |
| Success or failure of the optimization | returnCode returnCode.default returnCode.maxLik returnMessage returnMessage.default returnMessage.maxim returnMessage.maxLik |
| Return the stored values of optimization | storedParameters storedParameters.maxim storedValues storedValues.maxim |
| Summary method for maximization | print.maxim print.summary.maxim show,maxim-method summary.maxim |
| summary the Maximum-Likelihood estimation | coef.summary.maxLik summary.maxLik |
| Equality-constrained optimization | sumt |
| tidy and glance methods for maxLik objects | glance.maxim glance.maxLik tidy.maxim tidy.maxLik |
| Variance Covariance Matrix of maxLik objects | vcov.maxLik |