Maximization of the loglikelihood given the standard Neutral Model, using the Etienne Sampling Formula
maxLikelihood.ESF.Rd
This function computes the maximum likelihood estimates of the parameters of the Neutral model, using the Etienne Sampling Formula
Value
the output is a list containing the following:
- par
a vector containing the parameter values at the maximum likelihood c(theta, m)
- fvalues
the likelihood at the corresponding parameter values
- conv
gives a message on convergence of optimization; conv = 0 means convergence