Error in optimization process

I am trying to fit a gumbel distribution on a series of data. So I want to minimize the negative of maximum likelihood by optimizing two variables var(1) and var(2). This is my code:
X=xlsread('file.xlsx');
options = optimset('MaxFunEvals',1000,'FinDiffType','central');
options=optimset(options,'Display','iter','MaxIter',1000,'TolCon',1e-6);
lb=0;
ub=Inf;
var=zeros(2,1);
x = fmincon(@(var)Gumbel(var,X),1,1,[],[],[],[],lb,ub,[],options);
and my Gumbel function is:
function f=Gumbel(var, X)
f=-sum(log((1./var(1)).*exp(-(X-var(2))./var(1)-exp(-(X-var(2))./var(1)))))
Can someone help me why I am getting errors?! Thanks

2 Comments

What are you errors? Can you post it here?
Fred
Fred on 4 Oct 2013
Edited: Fred on 4 Oct 2013
Error using fmincon (line 294)
Row dimension of A is inconsistent with length of b.
Error in LL (line 10)
x = fmincon(@(var)Gumbel(var,X),1,1,[],[],[],[],lb,ub,[],options);

Sign in to comment.

 Accepted Answer

Matt J
Matt J on 4 Oct 2013
Edited: Matt J on 4 Oct 2013
Your input arguments are out of sequence. Also, you have too many of them. fmincon can only accept 10 inputs and you've passed in 11.

More Answers (0)

Categories

Products

Asked:

on 4 Oct 2013

Edited:

on 4 Oct 2013

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!