maxLik: A package for maximum likelihood estimation in R |
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Authors: | Arne Henningsen Ott Toomet |
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Affiliation: | (1) Department of Statistics, Texas A&M University, College Station, TX 77845-3143, USA |
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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. |
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