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thought about 'estfun' [ Reply ]
By: Ott Toomet on 2016-02-15 03:20
[forum:42947]
* do we need estfun.maxim? I don't think so as "observation" is not easily defined for general maximization problems.

* should we also implement 'score', identical to estfun, just not relying on sandwich? It is common to call ML gradients 'score'... I don't know, I would not do it now.

* should the generic for 'gradient' sit in maxLik (like hessian) or in miscTools (like stdEr)? I don't know, would leave it as it is now.


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