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maxLik: Maximum Likelihood Estimation and Related Tools

Functions for Maximum Likelihood (ML) estimation, non-linear optimization, and related tools. It includes a unified way to call different optimizers, and classes and methods to handle the results from the Maximum Likelihood viewpoint. It also includes a number of convenience tools for testing and developing your own models.

Version: 1.5-2.1
Depends: R (≥ 2.4.0), miscTools (≥ 0.6-8), methods
Imports: sandwich, generics
Suggests: MASS, clue, dlm, plot3D, tibble, tinytest
Published: 2024-03-24
DOI: 10.32614/CRAN.package.maxLik
Author: Ott Toomet [aut, cre], Arne Henningsen [aut], Spencer Graves [ctb], Yves Croissant [ctb], David Hugh-Jones [ctb], Luca Scrucca [ctb]
Maintainer: Ott Toomet <otoomet at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: maxLik citation info
Materials: NEWS
In views: Optimization
CRAN checks: maxLik results

Documentation:

Reference manual: maxLik.pdf
Vignettes: Introduction: what is maximum likelihood
SGA introduction: the basic usage of maxSGA
Maximum likelihood estimation with maxLik

Downloads:

Package source: maxLik_1.5-2.1.tar.gz
Windows binaries: r-devel: maxLik_1.5-2.1.zip, r-release: maxLik_1.5-2.1.zip, r-oldrel: maxLik_1.5-2.1.zip
macOS binaries: r-release (arm64): maxLik_1.5-2.1.tgz, r-oldrel (arm64): maxLik_1.5-2.1.tgz, r-release (x86_64): maxLik_1.5-2.1.tgz, r-oldrel (x86_64): maxLik_1.5-2.1.tgz
Old sources: maxLik archive

Reverse dependencies:

Reverse depends: censReg, gmnl, hermite, lmmot, mlogitBMA, mvProbit, oglmx, pglm, PrevMap, Rchoice, rumidas, sampleSelection, ssfa, truncreg
Reverse imports: afdx, AGPRIS, apollo, autostsm, biodosetools, BLOQ, countDM, dccmidas, DEsingle, DirichletReg, DWreg, emhawkes, endogeneity, endoSwitch, fastR2, fitteR, GenMarkov, heckmanGE, lboxcox, metaSDTreg, mfGARCH, mhurdle, mixl, nhm, nonprobsvy, ohenery, OPSR, paramlink, plm, predkmeans, rDEA, RiskMap, sensmediation, sfaR, sigInt, spldv, splm, Surrogate, SurvMA, ui
Reverse suggests: cmtest, coefplot, CollocInfer, FuzzyClass, kalmanfilter, kimfilter, micEconCES, ssmodels, surveillance, urbin
Reverse enhances: texreg

Linking:

Please use the canonical form https://CRAN.R-project.org/package=maxLik to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.