Maxlik

Maxlik: a package for maximum likelihood estimation in R. 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 for this software

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References in zbMATH (referenced in 11 articles , 1 standard article )

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  1. Diallo, Alpha Oumar; Diop, Aliou; Dupuy, Jean-François: Analysis of multinomial counts with joint zero-inflation, with an application to health economics (2018)
  2. Pruim, Randall: Foundations and applications of statistics. An introduction using R (2018)
  3. Emanuele Giorgi and Peter Diggle: PrevMap: An R Package for Prevalence Mapping (2017)
  4. Godwin, Ryan T.: One-inflation and unobserved heterogeneity in population size estimation (2017)
  5. Kosmidis, Ioannis; Karlis, Dimitris: Model-based clustering using copulas with applications (2016)
  6. Salehi, Mahdi; Doostparast, Mahdi: Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities (2015)
  7. Wright, Marvin N.; Ziegler, Andreas: Multiple censored data in dentistry: a new statistical model for analyzing lesion size in randomized controlled trials (2015)
  8. Nash, John C.: Nonlinear parameter optimization using R tools (2014)
  9. Singh, Bhupendra; Gupta, Puneet Kumar: Load-sharing system model and its application to the real data set (2012)
  10. Henningsen, Arne; Toomet, Ott: maxLik: a package for maximum likelihood estimation in R (2011)
  11. Regal, Ronald R.; Larntz, Kinley: Likelihood methods for testing group problem solving models with censored data (1978)