compositional.mle: Compositional Maximum Likelihood Estimation
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