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Newsgroups: comp.soft-sys.matlab
Subject: Re: MLE - use with Discrete Weibull mean function
Date: Sat, 7 Nov 2009 18:59:01 +0000 (UTC)
Organization: Univ. of Miami
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"Erik Gadzinski" <ergadz@yahoo.com> wrote in message <hd4ed6$l92$1@fred.mathworks.com>...
> I am having trouble with an MLE function that was passed along to me.  I am new to MATLAB and am having trouble shooting problems.  I am taking 'v' values that are randomly generated that are discrete numbers that range from 0 to a couple thousand.   In the code, "v' can have a record length of 10, 50, 100, 1000, and 10,000.   In the Llikef function I would like to take the log of the function, but I have been getting log zero when large numbers usually over 1,022 are entered into the function.  So I took the log out.  The thing I need help with is that I want my q and N (eta) values to be positive. The function sometimes outputs negative q's and eta's.  Does anybody know how to do this?  Thank you in advance!

In short, how do I make sure that "that" comes back postive in the two lines below: (the rest of the code is below that)

that0 = [0.5 1];
    [that,Llikef] = fminsearch(Llikef,that0)
> 
> In the function that(1) = q and that(2) = eta.
> vsim are whole numbers that range from 0 to a few thousand
> 
> %find the Mean MLE Fitted Average.
> %1) take each record length of 'v' values and plug it into the MLE routine
> %2) use the q and eta values generated from that function and plug them
> %in the DW mean function
> 
> 
> slength=1;
> elength=recordlength;
> meanindex=1;
> vsim;
> while meanindex<=100
>     if sum(vsim(slength:elength))>0
>         x=vsim(slength:elength);
>                 
>         Llikef = @(that)-sum(max(that(1),.00001).^(x.^max(that(2),.00001))-max(that(1),.00001).^((x+1).^max(that(2),.00001)));
>         %Llikef = @(that)-sum(log(max(that(1),.00001).^(x.^max(that(2),.00001))-max(that(1),.00001).^((x+1).^max(that(2),.00001))))
>       
>         that0 = [0.5 1];
>         [that,Llikef] = fminsearch(Llikef,that0);
>         
>         if Llikef<=0
>             that(1)=.5;
>             that(2)=1;
>         else end
>             if that(1)>0
>                   q2(meanindex)=that(1);
>                else q2(meanindex)=.5;
>                end
>                if that(2)>0;
>                   eta2(meanindex)=that(2);
>                else eta2(meanindex)=1;
>                end
> 
>         N=eta2(meanindex);
>         q=q2(meanindex);
>         M=1e5;
>         vm=1:M;
>         mmlefm(meanindex)= sum(q.^(vm.^N))+(gamma(1/N)*gammainc((M+1)^N*(-log(q)),1/N,'upper'))/(N*(-log(q))^(1/N));
>         meanindex=meanindex+1;
>         slength=elength+1;
>         elength=elength+recordlength;
>     else
>         q2(meanindex)=.5;
>         eta2(meanindex)=1;
>         mmlefm(meanindex)=0;
>         slength=elength+1;
>         elength=elength+recordlength;
>         meanindex=meanindex+1;
>     end
> end