# maxLik

## Tools for maximum likelihood (ML) estimation in R

### What is maxLik?

• maxLik is an extension package for the "language and environment for statistical computing and graphics" called R.
• maxLik provides tools for maximum likelihood (ML) estimations.

### What can maxLik do?

• (Likelihood) maximization using the following algorithms:
• Newton-Raphson (NR). This method is based on quadratic approximation and uses both gradient and Hessian of the function.
• Berndt-Hall-Hall-Hausman (BHHH). A version of NR where the Hessian is approximated by information equality (only works for maxmizing log-likelihood).
• Broyden-Fletcher-Goldfarb-Shanno (BFGS). Another quasi-Newton method with a different approximation of Hessian.
• conjugate gradients (CG). A method which only uses gradients (and function values) and does not approximate the Hessian. May be useful (but slow) for large problems.
• simulated annealing (SANN). This method only uses function values. It is a stochastic optimization method which may be used if the objective function has secondary maximums, and in case of non-differentiable functions.
• Nelder-Mead (NM). A simplex-based method using only the function values.
• Constrained maximization:
• Linear equality and inequality constraints

### Where can I get maxLik?

• The released version is available on CRAN
• You can download the source code, binaries for MacOS X and MS-Windows, and the reference manual from http://cran.r-project.org/web/packages/maxLik/index.html.
• You can install the package by typing at the R prompt (if you have internet access):
` install.packages( "maxLik" )`
• The current development version is available on R-Forge
• You can download the source code and binaries for MacOS X and MS-Windows from http://r-forge.r-project.org/R/?group_id=254.
• You can install the package by typing at the R prompt (if you have internet access):
` install.packages( "maxLik", repos="http://R-Forge.R-project.org" )`

### Where can I ask questions, report bugs, or suggest new features?

Last Update: 19 October 2013