nObs.maxLik {maxLik}R Documentation

Number of Observations

Description

Returns the number of observations for statistical models estimated by Maximum Likelihood using maxLik.

Usage

## S3 method for class 'maxLik'
nObs(x, ...)

Arguments

x

a statistical model estimated by Maximum Likelihood using maxLik.

...

further arguments (currently ignored).

Details

The nObs method for objects of class "maxLik" can return the number of observations only if maxLik was called with argument grad equal to a gradient function or (if no gradient function is specified) argument logLik equal to a log-likelihood function that return the gradients or log-likelihood values, respectively, for each observation.

Value

numeric, number of observations

Author(s)

Arne Henningsen, Ott Toomet

See Also

nObs, maxLik, nParam.

Examples

## fit a normal distribution by ML
# generate a variable from normally distributed random numbers
x <- rnorm( 100, 1, 2 )
# log likelihood function (for individual observations)
llf <- function( param ) {
   return( dnorm( x, mean = param[ 1 ], sd = param[ 2 ], log = TRUE ) )
}
## ML method
ml <- maxLik( llf, start = c( mu = 0, sigma = 1 ) )
# return number of onservations
nObs( ml )

[Package maxLik version 1.1-0 Index]