This will allow you to do ML estimation for a user-supplied likelihood function: https://github.com/mcreel/Econometrics.jl/blob/master/src/ML/mleresults.jl
julia> mleresults()
execute edit(mleresults,()) to examine the example code
true betas:
0.60021
0.02946
0.24307
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simple ML example
MLE Estimation Results Convergence: true
Average Log-L: -1.29631 Observations: 100
Sandwich form covariance estimator
estimate st. err t-stat p-value
1 0.45890 0.09305 4.93168 0.00000
2 0.08012 0.10026 0.79914 0.42616
3 0.16250 0.10436 1.55706 0.12271
Information Criteria
Crit. Crit/n
CAIC 276.07838 2.76078
BIC 273.07838 2.73078
AIC 265.26287 2.65263
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julia>