constrained maximum likelihood matlab code

2012 4 10
1 个回答
3 次查看（30 天）

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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

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回答（1 个）

Tom Lane
Tom Lane 2012-4-10

0 个投票

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.

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Zack
Zack
2012-4-10

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