maxLik: A package for maximum likelihood estimation in R

被引：389

作者：

Henningsen, Arne ^{[1
]}

Toomet, Ott ^{[2
,3
]}

机构：

[1] Univ Copenhagen, Inst Food & Resource Econ, DK-1958 Frederiksberg C, Denmark

[2] Univ Aarhus, Aarhus Sch Business, Dept Econ, DK-8230 Abyhoj, Denmark

[3] Univ Tartu, Dept Econ, EE-51009 Tartu, Estonia

来源：

COMPUTATIONAL STATISTICS | 2011年 / 26卷 / 03期

关键词：

Maximum likelihood; Optimization; FUNCTION MINIMIZATION; ALGORITHMS; MODELS;

D O I：

10.1007/s00180-010-0217-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：443 / 458

页数：16

共 22 条

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