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Topic: fminsearch mle parameters
Replies: 2   Last Post: Jan 14, 2013 6:53 AM

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Posts: 6
Registered: 1/12/13
Re: fminsearch mle parameters
Posted: Jan 14, 2013 6:53 AM
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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)


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,


> 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: )
> 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

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