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Peter


University of Durham

3 total contributions since 2013

Professional Interests: Finance

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Answered
Resolving discrepancy numerical vs analytical gradient
Hi all, another thought. I just modified the code to use Mark Schmidt's minFunc instead of fminunc. Not only is it 8-9 times ...

3 years ago | 0

| accepted

Answered
Resolving discrepancy numerical vs analytical gradient
Hi Matt, thanks for the rapid answer. There is certainly the possibility that I have got a bug in the algebra and not the cod...

3 years ago | 0

Question


Resolving discrepancy numerical vs analytical gradient
Dear all, I am trying to implement an analytical gradient for the likelihood function L given in the attached pdf. I give the...

3 years ago | 3 Answers | 0

3

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