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Computer ScienceMathematics

maxLik: A package for maximum likelihood estimation in R

A. Henningsen, O. Toomet

2011.9.1COMPUTATIONAL STATISTICS

DOI: 10.1007/s00180-010-0217-1

tlooto Summary

The package maxLik 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).

Abstract

Abstract is not available.

Citation format

HENNINGSEN, A.; TOOMET, O. Maxlik: A package for maximum likelihood estimation in r. COMPUTATIONAL STATISTICS, 2011, 26: 443–458.