Forum: maxLik 0.7 is available

Posted by: Arne Henningsen
Date: 2010-04-16 21:55
Summary:maxLik 0.7 is available
Project:maxLik: Maximum Likelihood Estimation

The "maxLik" package version 0.7 is available on R-Forge and will soon be available in CRAN.

These are the most important changes compared to the previous version (0.6):

* Holding parameters fixed in maxNR() (and hence, also in maxBHHH()) should now be done by the new (optional) argument "fixed", because it is convenient to use than the "old" argument "activePar" in many situations. However, the "old" argument "activePar" is kept for backward-compatibility.

* added (optional) argument "fixed" to functions maxBFGS(), maxNM(), and maxSANN(), which can be used for holding parameters fixed at their starting values

* added function constrOptim2(), which is a modified copy of constrOptim() from the "stats" package, but which includes a bug fix

* added optional argument "cand" to function maxSANN(), which can be used to specify a function for generating a new candidate point (passed to argument "gr" of optim())

* added argument "random.seed" to maxSANN() to ensure replicability

* several mainly smaller improvements in ML estimations with linear equality and inequality constraints (via sumt() and constrOptim2(), respectively)

* several internal changes that make the code easier to maintain

Latest News

maxLik 1.3-0 released

Ott Toomet - 2015-10-28 16:48 -

Paper about maxLik freely available on-line

Arne Henningsen - 2013-10-21 09:00 -

maxLik 1.1-2 released

Ott Toomet - 2012-03-04 18:59 -

maxLik 1.0-2 released

Ott Toomet - 2011-10-16 16:23 -

Article about maxLik in Computational Statistics

Ott Toomet - 2011-10-16 16:21 -


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