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From: Peter Perkins &lt;Peter.Perkins@MathRemoveThisWorks.com&gt;
Newsgroups: comp.soft-sys.matlab
Subject: Re: MLE - use with Discrete Weibull mean function
Date: Wed, 11 Nov 2009 10:17:19 -0500
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Erik Gadzinski wrote:
&gt; 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, &quot;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!

Erik, I can't exactly tell what your code is intending to do, but you seem to be describing two problems, and perhaps confusing them (they both seem to involve logs):

&gt; In the Llikef function I would like to take the log of the function, but I have been getting log zero

You may be referring to a problem where you want to compute the log-likelihood, and do so by first computing the liklihood,and then compute it's log, and find that the likelihood has underflowed to zero.  People usually work _directly_ with the log-likeliohood for just that reason.  So, for eaxmple, the normal log-liklihood is not computed as

   log(prod(exp(-.5*(x-mu).^2)/sigma))

but as sum(-.5*(x-mu).^2 - log(sigma))

or somesuch.

&gt; The function sometimes outputs negative q's and eta's.

If that's where the (log-)likelihood surface has it's maximum, that's where FMINSEARCH will go.  It may also be that FMINSEARCH is just taking too big of a step at times.  In any case, reparameterize your model to maximize the log-likelihood with respect to log(q) and log(eta).  Thos new parameters are unrestricted, and when you exponetiate them to get q and eta, you are guaranteed positive values.

Hope this helps.

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