Package: likelihood.model 1.0.2

Alexander Towell

likelihood.model: Likelihood-Based Statistical Inference in the Fisherian Tradition

Facilitates building likelihood models in the Fisherian tradition following Richard Royall (1997, ISBN:978-0412044113) "Statistical Evidence: A Likelihood Paradigm". Defines generic methods for working with likelihoods (loglik(), score(), hess_loglik(), fim()) and provides functions for pure likelihood-based inference (support(), relative_likelihood(), likelihood_interval(), profile_loglik()).

Authors:Alexander Towell [aut, cre]

likelihood.model_1.0.2.tar.gz
likelihood.model_1.0.2.zip(r-4.7-any)likelihood.model_1.0.2.zip(r-4.6-any)
likelihood.model_1.0.2.tar.gz(r-4.7-any)likelihood.model_1.0.2.tar.gz(r-4.6-any)
likelihood.model_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
likelihood.model/json (API)

# Install 'likelihood.model' in R:
install.packages('likelihood.model', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/queelius/likelihood.model/issues

Pkgdown/docs site:https://queelius.github.io

On CRAN:

Conda:

5.99 score 6 packages 13 scripts 318 downloads 7 mentions 17 exports 8 dependencies

Last updated from:d8851c5b8a. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-develOK121
source / vignettesOK210
linux-releaseOK289
windows-develOK94
windows-releaseOK91
wasm-releaseOK94

Exports:assumptionsevidenceexponential_lifetimefimfisher_bootfisher_mlefithess_loglikis_likelihood_modellikelihood_intervallogliklrtprofile_loglikrdatarelative_likelihoodscoresupport

Dependencies:algebraic.distalgebraic.mlebootgenericsMASSmvtnormnumDerivR6

Exponential Lifetime Model
Introduction | Uncensored Data | Closed-Form MLE | How the Closed-Form MLE Works | Right-Censored Data | Fitting with Censoring | Ignoring Censoring Leads to Bias | Analytical Derivatives | Fisher Information Matrix | Fisherian Likelihood Inference | Likelihood Intervals | Profile Log-Likelihood | Monte Carlo Validation with rdata() | Summary | Session Info
Rendered fromexponential-lifetime.Rmdusingknitr::rmarkdown

Last update: 2026-03-19
Started: 2026-02-11

Getting Started with likelihood.model
Introduction | Installation | Loading Packages | Example 1: Closed-Form MLE with Exponential Lifetime Model | Extracting Results | Example 2: Right-Censored Exponential Data | Example 3: Verifying the Score at MLE | Example 4: Fisherian Likelihood Inference | Likelihood Intervals | Example 5: Evidence Function | Example 6: Bootstrap Sampling Distribution | Summary of Key Functions | Model Creation | Likelihood Calculus | Estimation and Inference | Fisherian Inference | Model Comparison | Next Steps | Session Info
Rendered fromgetting-started.Rmdusingknitr::rmarkdown

Last update: 2026-03-19
Started: 2026-02-11

Integration with algebraic.mle and algebraic.dist
The Three-Package Ecosystem | Basic Interface: params, nparams, observed_fim | Parameter Transformations via rmap | Monte Carlo Expectations | Mean Squared Error | Bootstrap Integration | Using algebraic.dist Distributions | Summary
Rendered fromalgebraic-mle-integration.Rmdusingknitr::rmarkdown

Last update: 2026-03-19
Started: 2026-02-11

Readme and manuals

Help Manual

Help pageTopics
likelihood.model: Likelihood-Based Inference in the Fisherian Traditionlikelihood.model-package likelihood.model
Retrieve the assumptions the likelihood model makes about the data.assumptions
Assumptions for exponential_lifetimeassumptions.exponential_lifetime
Compute bootstrap bias estimatebias.fisher_boot
Bias for fisher_mlebias.fisher_mle
Extract coefficients from fisher_mle objectcoef.fisher_mle
Confidence intervals from bootstrapconfint.fisher_boot
Compute confidence intervals for fisher_mle parametersconfint.fisher_mle
Deviance for likelihood modelsdeviance.fisher_mle
Likelihood-Based Evidenceevidence evidence.likelihood_model
Exponential lifetime model with right-censoring supportexponential_lifetime
Fisher information matrix methodfim
Fisher information matrix for exponential_lifetimefim.exponential_lifetime
Default FIM method using Monte Carlo estimationfim.likelihood_model
Bootstrap MLE Estimatefisher_boot
Maximum Likelihood Estimate (Fisherian)fisher_mle
Fisherian Likelihood Inferencefisherian
Fit a modelfit
Closed-form MLE for exponential_lifetimefit.exponential_lifetime
Default MLE solver for subclasses of 'likelihood_model'.fit.likelihood_model
Hessian of log-likelihood methodhess_loglik
Hessian of the log-likelihood for exponential_lifetimehess_loglik.exponential_lifetime
Default method to compute the hessian of the log-likelihood.hess_loglik.likelihood_model
Check if an object is a likelihood modelis_likelihood_model
Likelihood Intervallikelihood_interval likelihood_interval.fisher_mle
Log-likelihood methodloglik
Log-likelihood for exponential_lifetimeloglik.exponential_lifetime
Extract log-likelihood from fisher_mle objectlogLik.fisher_mle
Default loglik methodloglik.likelihood_model
Likelihood ratio testlrt
Mean squared error for fisher_mlemse.fisher_mle
Extract number of observations from fisher_mle objectnobs.fisher_mle
Number of parameters in fisher_mlenparams.fisher_mle
Extract observed data from fisher_mleobs.fisher_mle
Observed Fisher information matrix from fisher_mleobserved_fim.fisher_mle
Extract parameter estimates from fisher_mleparams.fisher_mle
Print fisher_boot objectprint.fisher_boot
Print fisher_mle objectprint.fisher_mle
Print likelihood intervalprint.likelihood_interval
Print method for likelihood modelsprint.likelihood_model
Print method for likelihood ratio test resultsprint.lrt_result
Print profile log-likelihoodprint.profile_loglik
Print summary of fisher_mleprint.summary_fisher_mle
Profile Log-Likelihoodprofile_loglik profile_loglik.fisher_mle
Random data generation methodrdata
Random data generation for exponential_lifetimerdata.exponential_lifetime
Default rdata methodrdata.likelihood_model
Relative Likelihoodrelative_likelihood relative_likelihood.fisher_mle
Bootstrap sampler for fisher_bootsampler.fisher_boot
Asymptotic sampler for fisher_mlesampler.fisher_mle
Estimate the sampling distribution of the MLE for a likelihood model.sampler.likelihood_model
Score methodscore
Extract score vector from fisher_mlescore_val.fisher_mle
Score for exponential_lifetimescore.exponential_lifetime
Default score methodscore.likelihood_model
Extract standard errors from fisher_mlese.fisher_mle
Summarize fisher_mle objectsummary.fisher_mle
Support Function (Log Relative Likelihood)support support.fisher_mle
Extract variance-covariance matrix from fisher_mle objectvcov.fisher_mle