Maximum likelihood fitting for custom function

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Lukas Pop
Lukas Pop 2014-4-9
回答： Chiara Tescione 2021-1-16
I can't find how to fit mle for custom function. mle(data,'pdf',pdf,'cdf',cdf,'start',start,...) doesn't seem appropriate, because it returns probability density values and cumulative density values. I need to fit gev distribution with fixed shape parameter xi to empirical data g; I have following code
xi=-0.1; gev_cdf=@( x,sigma, mu) exp(-(1+xi*((x-mu)/sigma))^(-1/xi));
How can I find maximum likelihood estimates for sigma and mu parameters? Thanks!

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回答（1 个）

Chiara Tescione
Chiara Tescione 2021-1-16
Hi, I hope you can help me, I saw that you solved your problem!
How can I estimate the parameters of a function (using an anonymous function) with the maximum likelihood method? I've seen several things on the internet (like mle, fminsearch) but nobody gives me the parameter values!
Example I have:
eq = fittype (@ (a, b, c, x) a * x. ^ 2 + b * x + c);
how do I get the values ​​of a, b and c with the MLE method?
Thanks a lot!

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