mle {mle} | R Documentation |
Estimate parameters by the method of maximum likelihood.
mle(minuslogl, start = formals(minuslogl), method = "BFGS", fixed = list(), ...)
minuslogl |
Function to calculate negative log-likelihood |
start |
Named list. Initial values for optimizer |
method |
Optimization method to use. See optim |
fixed |
Named list. Parameter values to keep fixed during optimization |
... |
Further arguments to pass to optim |
The optim
optimizer is used to find the minimum of the negative
log-likelihood. An approximate covariance matrix for the parameters is
obtained by inverting the Hessian matrix at the optimum.
An object of class "mle"
Be careful to note that the argument is -log L (not -2 log L). It is for the user to ensure that the likelihood is correct, and that asymptotic likelihood inference is valid.
x <- 0:10 y <- c(26, 17, 13, 12, 20, 5, 9, 8, 5, 4, 8) ll <- function(ymax=15,xhalf=6) -sum(dpois(y,lambda=ymax/(1+x/xhalf),log=TRUE)) mle(ll) mle(ll,fixed=list(xhalf=6))