Flexible number of paramters for MLE with custom function

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Anders
Anders on 21 Feb 2013
Can the custom pdf function for MLE be written for a flexible number of parameters that is determined from the vector of start values?

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Accepted Answer

Tom Lane
Tom Lane on 22 Feb 2013
Let's try it. The normpdf function uses the default sigma=1 if no standard deviation value is given.
>> x = 1 + randn(100,1);
>> mle(x,'pdf',@normpdf,'start',0)
ans =
0.8747
>> mle(x,'pdf',@normpdf,'start',[0 2])
ans =
0.8747 1.0787

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