maxLik: A package for maximum likelihood estimation in R
- First Online:
- Cite this article as:
- Henningsen, A. & Toomet, O. Comput Stat (2011) 26: 443. doi:10.1007/s00180-010-0217-1
- 973 Downloads
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.