Tools for General Maximum Likelihood Estimation

Methods and functions for fitting maximum likelihood models in R. This package modifies and extends the 'mle' classes in the 'stats4' package.


News

0.9.8

  • gradient functions work better with fixed parameters, hence with profiling
  • profile plot reverts to linear for non-monotonic profile
  • added warning in confint for non-monotonic profile; revert from spline+linear to linear approximation in this case
  • documentation improvements
  • optimx improvements
  • require data= argument when using formula interface
  • turn off hessian computation in profile
  • allow use of MASS::ginv

0.9.7

  • bug fix in calc_mle2_function for no-intercept models (thanks to Colin Kremer)
  • fixed optimx, added 'user' option

0.9.6

  • changed hessian calculation to use numDeriv code (causes tiny changes to hessian results that could matter in edge cases) too lazy to provide a backward compatibility mode ...
  • documented optimizer= choices in ?mle2

0.9.5.1

  • fixed bug in AICc (David Harris)

0.9.5

too many changes!

  • added NAMESPACE, various fixes to go with that
  • beginnings of an RUnit testing framework
  • tweaked vignette
  • added prof.lower, prof.upper to profile()
  • added "optimize" to list of allowed optimizers, some bug fixes

0.9.4.1

  • tweaked par() resetting in profile plots

0.9.4

  • more qAICc fixing

0.9.3 (version bump from previous) 18/09/2009

  • tweaked handling of bounds: profile now succeeds on some 1D problems where it didn't before

15/08/2009

  • added deviance, residuals methods
  • added newparams argument to predict, simulate; newdata argument to simulate
  • added vignette (stub)
  • added explicit params argument, to help sort out full parameter specifications when parameters is non-NULL

0.9.2 10/08/2009

  • fixed predict() for case with parameters
  • added snorm
  • changed ICtab defaults to weight=TRUE, base=FALSE, sort=TRUE

0.9.1 added simulate method (formula interface only) fix AICctab bug remove spurious cat/print in profile fix qAIC bug

0.9.0 26/08/2008

  • fix Tom Hobbs bug: named lower/upper/parscale/ndeps get rearranged properly, otherwise rearrange in order of "start" and issue a warning
  • documentation tweak for S4 as.data.frame
  • added sbeta to list of known distributions
  • removed nlme requirement & auto-loading

0.8.9 04/08/2008

  • version bump, submit to CRAN
  • added predict method

0.8.8 10/07/2008

  • added flexibility for profile plotting (main, x labels etc.); added examples
  • added an instance of "namedrop" to fix naming problem
  • added tol.newmin to slice etc.
  • added check for numeric return from profile within confint
  • fixed bugs in profile plotting when profile is restricted to a subset of variables
  • added tests for par() to reset to original on exit
  • improved profile documentation
  • replicate std.err if specified in profile
  • add as.data.frame
  • tweak tol.newmin (better fit found during profile) code

0.8.7 12/05/2008

  • version bump, moved to R-forge.
  • reordered NEWS file (most recent first)

0.8.6.1 22/03/2008: tweaked stop-on-better-fit code fixed (?) qAIC(c) methods

26/03/2008: tweak/fix to ICtab documentation (thanks to Tom Hobbs)

0.8.6 added qAIC(c) methods (not working yet!)

0.8.5.1 oops. Fixed infelicity (bug?) in new environment manipulation

0.8.5 tweaked environment/data assignment to preserve original minuslogl environment better

0.8.4 changed plot.profile.mle2 options (added onepage etc., made plot.confstr=TRUE by default)

0.8.3 added warning about too-short lower/upper added documentation

0.8.2 fixed bug in AICctab cosmetic change to printing -- save call.orig moved ChangeLog to NEWS

0.8.1 fixed (?) environment bug tried to use built-in relist, but failed: renamed relist to "relist2" (try again later) documented get.mnames (auxiliary function for ICtabs) started to add gr (gradient) capability -- NOT TESTED

0.8 changed ICtab to allow either ICtab(x,y,z) or ICtab(list(x,y,z)) (L <- list(...); if is.list(L[[1]]) && length(L)==1)

0.7.7 fix bug in profiling: all optim() methods EXCEPT L-BFGS-B return the value of the objective function if given a function with no arguments/zero-length starting parameter vector (this is the situation with "profiling" a 1-D function). L-BFGS-B gives funky answers. added a check for this case. (may need to check behavior for alternate optimizers (nlm etc)) [this behavior triggered a "found better fit" error when profiling 1D functions with L-BFGS-B]

 changed behavior when finding better fit during profiling
 to return new parameters

0.7.6 tweak vignette fixed second major AICc bug (was fixed in mle2 method, but not in logLik method)

0.7.5 change "ll" to "LL" in examples for clarity tweaked anova reporting of models (wrap instead of truncating) added (undocumented) show.points option to profile plot to display actual locations of profile evaluation tweaked profile to behave better when profiling variables with constraints (upper, lower) moved vignette to inst/doc where it belongs ICtab hack to protect against package:aod definition of AIC(logLik) added submit stub tweaked slice.mle2-class docs for consistency fiddled with vignette preliminary code to allow non-monotonic profiles preliminary add nlm to list of optimizers (untested) add aod, Hmisc, emdbook to VignetteDepends and Suggests:

0.7 better df extraction in ICtab minor bug fix for AICc (allows AICc of nls objects) handle models with -1 in formula better: starting values set "all equal" made ANOVA formula line-length accessible added skip.hessian and trace arguments to mle2 messed around with BIC definition -- attempt at consistency with nlme added rudimentary support for nlminb, constrOptim nlme now required for fdHess (which is required for nlminb since it doesn't compute a finite-diff Hessian)

0.6 add experimental formula interface change all names from mle to mle2 to avoid confusion/conflicts with stats4 version of mle change internal structure of data evaluation worked on vignette added optimizer slot (stub)

0.5 fix AICc bug! (was deviance+2k(k+1)/(n-k-1), not AIC+2k(k+1)/(n-k-1)

0.4 change AIC to AICc for corrections add AICtab for weights, delta, sort ... options

expose error messages occuring within profile()
uniroot tries harder to find a valid endpoint
truncate terms in anova.mle at 80 characters

0.3: enhanced anova method, works with print.anova tweaked namedrop() code -- ??

0.2: added parnames, parnames<- minor fix to allow "profiles" of 1-parameter models (skip fdHess call) minor change to print method for mle results tweaking "vecpar" (to allow parameter vectors in objective function) removed fdHess/nlme dependency

Reference manual

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install.packages("bbmle")

1.0.20 by Ben Bolker, a month ago


Browse source code at https://github.com/cran/bbmle


Authors: Ben Bolker <bolker@mcmaster.ca>, R Development Core Team


Documentation:   PDF Manual  


GPL license


Imports stats, numDeriv, lattice, MASS, methods

Depends on stats4

Suggests emdbook, rms, ggplot2, RUnit, MuMIn, AICcmodavg, Hmisc, optimx, knitr, testthat


Imported by Luminescence, emdbook, fusionclust, metaplus, rstpm2, ss3sim.

Depended on by frair, sads.

Suggested by R2admb, SEERaBomb, broom, copula, glmmTMB, primer.


See at CRAN