compositional.mle: Compositional Maximum Likelihood Estimation

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Authors: Alexander Towell
Cited by: 0
References: 1

Abstract

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" .

Fields of Study & Subjects

Statistical and numerical algorithms Advanced Optimization Algorithms Research Data Analysis with R

Publication details

Publication date
9 February 2026
Language
EN
Document type
Dataset