Fit a model specification via MLE — fit_model • degen

Find maximum likelihood estimates for a model_spec.

Usage

fit_model(spec, y, start = NULL, method = "L-BFGS-B", ...)

Arguments

spec: A model_spec object
y: Numeric vector of observed data
start: Optional starting values. If NULL, uses center of bounds.
method: Optimization method passed to optim()
...: Additional arguments passed to optim()

Value

A list with:

par: MLE parameter estimates
loglik: Log-likelihood at MLE
convergence: Convergence code from optim
hessian: Hessian matrix at MLE (if computed)
spec: The original model_spec
y: The data

Examples

spec <- model_spec_normal()
y <- rnorm(100, mean = 5, sd = 2)
fit <- fit_model(spec, y)
fit$par