Hi Jose,
The error you mention is thrown when mle calls your custom function loglike, in the last line of the custom function loglike:
out = sum(log(1+exp(lambda))-data.*lambda);
It’s the data.*lambda part which throws the error, since
- data is passed as a 1200000 x 1 column vector
- you create lambda as a 1 x 1200000 row vector
- data.*lambda will then do implicit expansion to 1200000 x 1200000 because the two arrays have compatible sizes (either the same or 1, in this case 1), repeating the columns in data and the rows in lambda and multiplying the two matrices element-wise.
- The implicit expansion fails because MATLAB has built-in protection against creating arrays that are too large.
To avoid implicit expansion, you might want to try out working with column vectors instead of row vectors, e.g., by changing the order of the arguments in the first line from 1, 1200000 to 1200000,1 and transposing others like 1:size to (1:size)’. By the way, you might also want to rename the variable size to something else, like len, since size is a built-in MATLAB function you are overwriting.
Hope this helps,
Mihaela
