maxLik: a package for maximum likelihood estimation in R

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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.
Original languageEnglish
JournalComputational Statistics
Volume26
Issue number3
Pages (from-to)443-458
Number of pages16
ISSN0943-4062
DOIs
Publication statusPublished - 2011

ID: 34286986