Computational Statistics

, Volume 26, Issue 3, pp 443–458

maxLik: A package for maximum likelihood estimation in R

Original Paper

DOI: 10.1007/s00180-010-0217-1

Cite this article as:
Henningsen, A. & Toomet, O. Comput Stat (2011) 26: 443. doi:10.1007/s00180-010-0217-1

Abstract

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.

Keywords

Maximum likelihood Optimization 

JEL Classification

C87 

Copyright information

© Springer-Verlag 2010

Authors and Affiliations

  1. 1.Institute of Food and Resource EconomicsUniversity of CopenhagenFrederiksberg CDenmark
  2. 2.Department of Economics, Aarhus School of BusinessUniversity of AarhusÅbyhøjDenmark
  3. 3.Department of EconomicsUniversity of TartuTartuEstonia

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