maxLik: a package for maximum likelihood estimation in R
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maxLik : a package for maximum likelihood estimation in R. / Henningsen, Arne; Toomet, Ott.
In: Computational Statistics, Vol. 26, No. 3, 2011, p. 443-458.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - maxLik
T2 - a package for maximum likelihood estimation in R
AU - Henningsen, Arne
AU - Toomet, Ott
PY - 2011
Y1 - 2011
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
VL - 26
SP - 443
EP - 458
JO - Computational Statistics
JF - Computational Statistics
SN - 0943-4062
IS - 3
ER -
ID: 34286986