maxLik: A package for maximum likelihood estimation in R

Computational Statistics volume 26, pages443–458(2011)Cite this article

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.

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Author information

Affiliations

  1. Institute of Food and Resource Economics, University of Copenhagen, Rolighedsvej 25, 1958, Frederiksberg C, Denmark

    Arne Henningsen

  2. Department of Economics, Aarhus School of Business, University of Aarhus, Hermodsvej 22, 8230, Åbyhøj, Denmark

    Ott Toomet

  3. Department of Economics, University of Tartu, Narva 4, 51009, Tartu, Estonia

    Ott Toomet

Authors
  1. Arne Henningsen
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  2. Ott Toomet
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Corresponding author

Correspondence to Arne Henningsen.

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Henningsen, A., Toomet, O. maxLik: A package for maximum likelihood estimation in R . Comput Stat 26, 443–458 (2011). https://doi.org/10.1007/s00180-010-0217-1

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Keywords

  • Maximum likelihood
  • Optimization

JEL Classification

  • C87