constrained maximum likelihood matlab code
6 次查看(过去 30 天)
显示 更早的评论
Hi,
I would like to convert a GAUSS code using the CML liberary (constrained maximum likelihood) into Matlab code but I can't find the corresponding fonction in Matlab (The only one I've found is MLE)
I need some help please
Thanks
0 个评论
回答(1 个)
Tom Lane
2012-4-10
If you have the Optimization Toolbox, type "help fmincon." It does general minimization with constraints. You supply the negative likelihood or log-likelihood function for the problem you're trying to solve.
If you have only the Statistics Toolbox, there is no general-purpose constrained optimization function available. You can sometimes reformulate a problem to get rid of the constraints, but not always.
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Direct Search 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!