MLE Meixner

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Raphael
Raphael 2012-5-1
Hey,
i want to estimate the meixner distribution using optimization toolbox's fminsearch.
The log-likelihood code is as follows: function lmeixner=log_mxn(x) x=x(:) n=length(x); for j=1:length(n); z(j,1)=(x(j,1)-m)./a; end; z_mean=mean(z); for i=1:length(n); lmeixner(j,1)=2*d*log(2*cos(b/2))-log(2*a*pi)-log(gamma(2*d))+b*z_mean+(1/n)*sum(log(abs(cgamma(d+1i.*z(j,1)))^2)); end;
So basically i have first estimates for a,b,d,m based on moment estimates and a vector that contains the log returns and therefore i want to use mle to get estimates for a, b, d,m!
However i always get an error message using fminsearch. Maybe there is an error in the function or i'm dealing with fminsearch falsely.
Thank you for your help!

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