fminsearch combining maximum likelihood and least squares
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Hello,
I got a question about fminsearch, I'm working on a curve fitting problem,and I would like to perform a minimization of -Loglikelihood and Least Squares.
Can I use fminsearch with a function like this:
[LogL, LS]=function(parameters)
I got two objective values.
Thanks for the help.
Ben
回答(1 个)
Tom Lane
2013-3-16
If you use this function, fminsearch will try to minimize the first output. You could wrap "yourfunction" in a second function and that function could return the second output, or some combination of the two. Example (did not actually try to run it):
function out = wrapper(varargin)
[neglogl,ls] = yourfunction(varargin{:});
out = (neglogl+ls)/2;
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