fmincon and multivariate normal log likelihood

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pierosimonin
pierosimonin on 22 Aug 2013
Hello folks,
I have a problem in estimating parameters of the multivariate normal log-likelihood l = -0.5*log(2*pi)-log(sigma)-0.5*( (data-mu)'/sigma*(data-mu) ) As a beginner of Matlab I am trying to use fminunc, is that a good idea? any suggestion for alternatives?

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