maxLik: A package for maximum likelihood estimation in R

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Authors Arne Henningsen, Ott Toomet
Journal/Conference Name Computational Statistics
Paper Category
Paper 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.
Date of publication 2011
Code Programming Language R
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