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maxLik: a package for maximum likelihood estimation in R. (English) Zbl 1304.65039
Summary: 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.

65C60 Computational problems in statistics (MSC2010)
Full Text: DOI
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