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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.

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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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  • DOI: https://doi.org/10.1007/s00180-010-0217-1

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