Math Forum Discussions

dert

Posts: 6
Registered: 1/12/13

Re: fminsearch mle parameters
Posted: Jan 14, 2013 6:53 AM

Plain Text

Hello Chenge
Firstly, thank you for your interest and useful helping. i use the following function. i use datas to evaluate the function
a=[636 720 768 688 712 624 772 748 632 676 704 760 668 700 728 652 692 636 596 808 ] %%population data
for j=1:(length(a)-1)
f=@(x)(((a(j+1)-x(1)*a(j)*exp(a(j)/(x(2)))+a(j))^2)/(2*x(3)*x(3)*x(1)*a(j)*exp(-a(j)/(x(2))))+log(sqrt(2*3.141592654*x(3)*x(3)*x(1)*a(j)*exp(-a(j)/(x(2))))));

flog=@(x)(f(x)+flog(x));
end

i am using " flog " function for fminsearch. this is the log likelihood function getting from the following population model;
a(t+1)=f(a(t))+s*sqrt(f(a(t)))*epsilon(t) , epsilon(t)~N(0,1), f(a(t))=b*n*exp(a(t)/n)

so i want to estimate b,n,s parameters, Namely respectively x(1),x(2),x(3)

also thank you for the paper, but i can't access for free, are there another way to dowload it for free?

Best regards,

Erdem

>
> Hello,
>
> What function are you currently using fminsearch on? I might try something like this:
>
> function estimator = estimator(x, data)
> if x outside valid range, estimator = infinity
> else estimator = regular MLE estimator
>
> (By the way, this is the MLE estimator I use and it's always worked well for me: http://www.nature.com/nmeth/journal/v7/n5/full/nmeth0510-338.html )
>
> As for the other part of your question, I'm not quite sure what you're asking, but you can set the termination tolerance of your parameters with TolX in fminsearch's options.
>
> Hope this helps somewhat!
>
> Chenge