compositional.mle

MaRDI QIDQ7376319CRANFDO

Authors Alexander Towell

Last update 28 October 2026

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 1.0.2, 2.0.0, PACKAGES.rds, 2.0.1

Description

Provides composable optimization strategies for maximum likelihood estimation (MLE). Solvers are first-class functions that combine via sequential chaining, parallel racing, and random restarts. Implements gradient ascent, Newton-Raphson, quasi-Newton (BFGS), and derivative-free methods with support for constrained optimization and tracing. Returns 'mle' objects compatible with 'algebraic.mle' for downstream analysis. Methods based on Nocedal J, Wright SJ (2006) "Numerical Optimization" <doi:10.1007/978-0-387-40065-5>.

Cites work

• Numerical Optimization

Cited in

(1)

• kofn

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