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Minimizing a function
Cedric - Will give it a go Teja - I initially used QUADPROG, but couldnt find a way of expressing the L1 constraint. I de...
12 years ago | 0
Question
Minimizing a function
Hi, I would like to minimize w'Hw, with respect to w, where w is a vector, and H is matrix. And with the following constraint...
12 years ago | 3 answers | 0
3
answersQuestion
Estimating GARCH parameters using fmincon
Hi, I am using the following code to estimate the garch parameters. However I get the following message: fmincon stopped ...
12 years ago | 0 answers | 0
0
answersQuestion
Normal MLE using fminunc
Hi, I am using the following code to estimate the MLE for the normal distribution. 1.load normaldata.dat 2.global x N...
12 years ago | 0 answers | 0
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