AIC.maxLik
(Package: maxLik) :
Methods for the various standard functions
These are methods for the maxLik related objects. See also the documentation for the corresponding generic functions
● Data Source:
CranContrib
● Keywords: methods
● Alias: AIC.maxLik, coef.maxLik, coef.maxim, stdEr.maxLik
●
0 images
|
Combine variable parameters with with fixed parameters and pass to fnFull. Useful for optimizing over a subset of parameters without writing a separate function. Values are combined by name if available. Otherwise, xFull is constructed by position (the default).
● Data Source:
CranContrib
● Keywords: optimize, utilities
● Alias: fnSubset
●
0 images
|
|
Sequentially Unconstrained Maximization Technique (SUMT) based optimization for linear equality constraints.
● Data Source:
CranContrib
● Keywords: optimize
● Alias: sumt
●
0 images
|
bread.maxLik
(Package: maxLik) :
Bread for Sandwich Estimator
Extracting an estimator for the ‘bread’ of the sandwich estimator, see bread.
● Data Source:
CranContrib
● Keywords: methods
● Alias: bread.maxLik
●
0 images
|
nObs.maxLik
(Package: maxLik) :
Number of Observations
Returns the number of observations for statistical models, estimated by Maximum Likelihood using maxLik.
● Data Source:
CranContrib
● Keywords: methods
● Alias: nObs.maxLik
●
0 images
|
numericGradient
(Package: maxLik) :
Functions to Calculate Numeric Derivatives
Calculate (central) numeric gradient and Hessian, including of vector-valued functions.
● Data Source:
CranContrib
● Keywords: math, utilities
● Alias: numericGradient, numericHessian, numericNHessian
●
0 images
|
|
This is a set of functions and tools to perform Maximum Likelihood (ML) estimation. The focus of the package is on the non-linear optimization from the ML viewpoint, and it provides several convenience wrappers and tools, like BHHH algorithm and extraction of variance-covariance matrix.
● Data Source:
CranContrib
● Keywords: Basics|package, Mathematics|optimize
● Alias: maxLik-package
●
0 images
|
nParam.maxim
(Package: maxLik) :
Number of model parameters
This function returns the number of model parameters.
● Data Source:
CranContrib
● Keywords: methods
● Alias: nParam.maxim
●
0 images
|
activePar
(Package: maxLik) :
free parameters under maximisation
Return a logical vector, indicating which parameters were free under maximisation, as opposed to the fixed parameters that are treated as constants. See argument “fixed” for maxNR.
● Data Source:
CranContrib
● Keywords: methods, optimize
● Alias: activePar, activePar.default
●
0 images
|
summary.maxLik
(Package: maxLik) :
summary the Maximum-Likelihood estimation
Summary the Maximum-Likelihood estimation including standard errors and t-values.
● Data Source:
CranContrib
● Keywords: models
● Alias: coef.summary.maxLik, summary.maxLik
●
0 images
|
providing 
.