Maximum Likelihood Estimation and Related Tools


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Documentation for package ‘maxLik’ version 1.5-2.1

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maxLik-package Maximum Likelihood Estimation
activePar free parameters under maximization
activePar.default free parameters under maximization
AIC.maxLik Methods for the various standard functions
bread Bread for Sandwich Estimator
bread.maxLik Bread for Sandwich Estimator
coef.maxim Methods for the various standard functions
coef.maxLik Methods for the various standard functions
coef.summary.maxLik summary the Maximum-Likelihood estimation
compareDerivatives function to compare analytic and numeric derivatives
condiNumber Print matrix condition numbers column-by-column
condiNumber.default Print matrix condition numbers column-by-column
condiNumber.maxLik Print matrix condition numbers column-by-column
confint confint method for maxLik objects
confint.maxLik confint method for maxLik objects
estfun Extract Gradients Evaluated at each Observation
estfun.maxLik Extract Gradients Evaluated at each Observation
fnSubset Call fnFull with variable and fixed parameters
glance.maxLik tidy and glance methods for maxLik objects
gradient Extract Gradients Evaluated at each Observation
gradient.maxim Extract Gradients Evaluated at each Observation
hessian Hessian matrix
hessian.default Hessian matrix
logLik.maxLik Return the log likelihood value
logLik.summary.maxLik Return the log likelihood value
maxAdam Stochastic Gradient Ascent
maxBFGS BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
maxBFGSR Newton- and Quasi-Newton Maximization
maxBHHH Newton- and Quasi-Newton Maximization
maxCG BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
maxControl Class '"MaxControl"'
MaxControl-class Class '"MaxControl"'
maxControl-method Class '"MaxControl"'
maximType Type of Minimization/Maximization
maximType.default Type of Minimization/Maximization
maximType.maxim Type of Minimization/Maximization
maximType.MLEstimate Type of Minimization/Maximization
maxLik Maximum likelihood estimation
maxNM BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
maxNR Newton- and Quasi-Newton Maximization
maxSANN BFGS, conjugate gradient, SANN and Nelder-Mead Maximization
maxSGA Stochastic Gradient Ascent
maxValue Function value at maximum
maxValue.maxim Function value at maximum
nIter Return number of iterations for iterative models
nIter.default Return number of iterations for iterative models
nObs.maxLik Number of Observations
nParam.maxim Number of model parameters
numericGradient Functions to Calculate Numeric Derivatives
numericHessian Functions to Calculate Numeric Derivatives
numericNHessian Functions to Calculate Numeric Derivatives
objectiveFn Optimization Objective Function
objectiveFn.maxim Optimization Objective Function
print.maxLik Maximum likelihood estimation
print.summary.maxim Summary method for maximization
returnCode Success or failure of the optimization
returnCode.default Success or failure of the optimization
returnCode.maxLik Success or failure of the optimization
returnMessage Success or failure of the optimization
returnMessage.default Success or failure of the optimization
returnMessage.maxim Success or failure of the optimization
returnMessage.maxLik Success or failure of the optimization
show-method Class '"MaxControl"'
stdEr.maxLik Methods for the various standard functions
storedParameters Return the stored values of optimization
storedParameters.maxim Return the stored values of optimization
storedValues Return the stored values of optimization
storedValues.maxim Return the stored values of optimization
summary.maxim Summary method for maximization
summary.maxLik summary the Maximum-Likelihood estimation
sumt Equality-constrained optimization
tidy.maxLik tidy and glance methods for maxLik objects
vcov.maxLik Variance Covariance Matrix of maxLik objects