max.like
Maximum likelihood estimation
Description
Maximum likelihood estimation.
Usage
max.like(data, init.model, max.iter=20, ftol=1e-5, algorithm='nlmin')
Required Arguments
- data
-
The data to use in model evaluation.
- init.model
-
An object of class TSmodel giving the starting model used to begin iteration.
Optional Arguments
- max.iter
-
The maximum number of iterations.
- ftol
-
The function tolerance for indicating convergence.
- algorithm
-
The algorithm ('nlmin' or 'dfpMin') to use for maximization.
Value
The value returned is an object of class TSestModel with additional
elements. See max.like.
Details
This function is primarily to accomodate calls from other function which require
the given order for arguments. It calls max.like.
Normal usage would be with max.like directly.
See Also
Examples
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