[0c1390]: mle_estimate.m Maximize Restore History

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mle_estimate.m    63 lines (59 with data), 3.0 kB

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# Copyright (C) 2003,2004 Michael Creel michael.creel@uab.es
# under the terms of the GNU General Public License.
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
# Copyright (C) 2003 Michael Creel michael.creel@uab.es
# under the terms of the GNU General Public License.
# The GPL license is in the file COPYING
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
# Copyright (C) 2003 Michael Creel michael.creel@uab.es
# under the terms of the GNU General Public License.
# The GPL license is in the file COPYING
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
# call the minimizing routine
function [theta, obj_value, convergence] = mle_estimate(theta, data, model, modelargs, control)
if nargin == 4
[theta, obj_value, convergence] = bfgsmin("mle_obj", {theta, data, model, modelargs});
else
[theta, obj_value, convergence] = bfgsmin("mle_obj", {theta, data, model, modelargs}, control);
endif
obj_value = - obj_value; # recover from minimization rather than maximization
endfunction