Find MLE with standard errors — find_mle • femtograd

Convenience function that finds the MLE and computes standard errors from the observed Fisher information.

Usage

find_mle(loglik_fn, params, method = "newton", ...)

Arguments

loglik_fn: Log-likelihood function taking list of value parameters
params: List of value objects (initial parameter values)
method: Optimization method: "newton" or "gradient"
...: Additional arguments passed to optimizer

Value

A list containing:

estimate: MLE as numeric vector
se: Standard errors
vcov: Variance-covariance matrix
loglik: Log-likelihood at MLE
hessian: Hessian at MLE
converged: Convergence indicator

Examples

if (FALSE) { # \dontrun{
x <- rnorm(100, mean = 5, sd = 2)
loglik <- function(p) loglik_normal(p[[1]], p[[2]], x)
result <- find_mle(loglik, list(val(0), val(1)))
result$estimate  # MLEs
result$se        # Standard errors
} # }