maximum likelihood estimation with fminsearch
4 views (last 30 days)
Show older comments
Hello, I would like to do a maximum likelihood estimation of normal function with the help of fminsearch. It is already working when I dont have any constraints for mu and sigma. I get the estimated mu, sigma and its value of the likelihood function. However, i will fix mu=0 but the resulting mu is never exactly 0 at the end. I dont understand why and in wich way i could do it better.
My code:
first_guess=[0 2];
[Mu_Sigma,Lk] = fminsearch('nlglklySACCzeroMu',first_guess,data);
MuEstimate(2) = Mu_Sigma(1);
SigmaEstimate(2) = Mu_Sigma(2);
L(2)=Lk;
---- next function
function L = nlglklySACCzeroMu(guess)
global data;
guess(1)=0;
if guess(2) < 0
L = inf;
else
l=-0.5*log(2*pi)-log(guess(2))-0.5*( data/guess(2) ).^2;
L = -sum(l);
end
I would be very glad to receive some suggestions! Julia
0 Comments
Accepted Answer
More Answers (0)
See Also
Categories
Find more on Solver-Based Optimization Problem Setup in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!