maxLik: a package for maximum likelihood estimation in R

TY - JOUR

T1 - maxLik

T2 - a package for maximum likelihood estimation in R

AU - Henningsen, Arne

AU - Toomet, Ott

PY - 2011/9

Y1 - 2011/9

N2 - 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.

AB - 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.

U2 - 10.1007/s00180-010-0217-1

DO - 10.1007/s00180-010-0217-1

M3 - Journal article

SN - 0943-4062

VL - 26

SP - 443

EP - 458

JO - Computational Statistics

JF - Computational Statistics

IS - 3

ER -