How to find maximum from fminunc

Question

Boonanan Lechayakittikorn 2018-1-29

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https://ww2.mathworks.cn/matlabcentral/answers/379482-how-to-find-maximum-from-fminunc

编辑： Boonanan Lechayakittikorn 2018-1-29

Hello everyone, i have problem about to find parameter of beta(0) and beta(1). i have data from generate. My problem is when i input value for generate X and y (value input are stdevu stdevex etc.) when i run code by stdevu = 0.1 and stdevex = 0.1 etc. output likely stdevu = 0.1 and stdevex = 0.3 but i change stdevu = 0.1 and stdevex = 0.1 etc. output unlikely stdevu = 0.3 and stdevex = 0.1 etc. please help me. My code is

function [EX,X,y,W,z,lam,u,uN,vN,EX1] = GEN(XS,stdevu,stdevex,n,p,col)

b = ones(col,1);

uN = normrnd(0,1,[1 n]);

vN = normrnd(0,1,[p n]);

u = stdevu*uN;

%EX1 = normrnd(0,stdevex,n,p);

EX1 = stdevex*vN;

EX = [zeros(n,1) EX1'];

covEX = cov(EX1);

X = XS + EX;

y = (XS*b)+ u';

X_seq=ones(n,1);

for j = 1: col

C=X(:,j) - mean(X(:,j),1);

X_seq=[X_seq C];

end

X_seq(:,1:2)=[];

W = X_seq;

z = y -mean(y);

lam = (stdevex^2)/(stdevu^2);

end .........................................................................................................

clc;

rng(156);

global stdevu stdevex Xdiag V vN s rcovar XS1 y n u uN W z lam ;

stdevu = 0.1;

stdevex = 0.3;

n = 10;

p = 1; %%%%%

col = p+1; %%%%%

it = 1;

tmsedls = 0;

XS1 = normrnd(2,1,n,p);%%%%%

XS = [ones(n,1) XS1];%%%%%

rcovar = diag(stdevex*ones(n*p,1));%%%%%%%%

s = ones(n*p,1);

msedls = 0;

[EX,X,y,W,z,lam,u,uN,vN,EX1] = GEN(XS,stdevu,stdevex,n,p,col);

Xdiag = diag(X(:,2));%%%%%

%V = diag(EX1(:,1));%%%%%%%%%%%%

V = diag(vN);%%%%%%%%%%%%

options = optimoptions(@fminunc,'Algorithm','quasi-newton');

b= [1;1];%beta initial value with b0

f = -(((stdevu*y'*uN'+s'*Xdiag*rcovar*V*s)/n)-(y-b(1)*s-XS1*b(2))'*(y-b(1)*s-XS1*b(2))/(2*n)- (s'*V*rcovar^2*V*s)/(2*n))

[b fval] = fminunc(@(b)-(((stdevu*y'*uN'+s'*Xdiag*rcovar*V*s)/n)-(y-b(1)*s-XS1*b(2))'*(y-b(1)*s- XS1*b(2))/(2*n)-(s'*V*rcovar^2*V*s)/(2*n)),b,options);