Module: Statsample::MLE

Defined in:
lib/statsample/mle.rb,
lib/statsample/mle/logit.rb,
lib/statsample/mle/normal.rb,
lib/statsample/mle/probit.rb

Overview

Module for generic MLE calculations. Use subclass of BaseMLE for specific MLE model estimation. You should visit Statsample::Regression for method to perform fast regression analysis.

Usage:

mle=Statsample::MLE::Probit.new
mle.newton_raphson(x,y)
beta=mle.parameters
likehood=mle.likehood(x,y,beta)
iterations=mle.iterations

Defined Under Namespace

Classes: BaseMLE, Logit, Normal, Probit