fminsearch combining maximum likelihood and least squares

1 次查看(过去 30 天)
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
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;

类别

Help CenterFile Exchange 中查找有关 Get Started with Optimization Toolbox 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by