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mle_estimate

PURPOSE ^

error:

SYNOPSIS ^

function [theta, obj_value, convergence, iters] = mle_estimate(theta, data, model, modelargs, control, nslaves)

DESCRIPTION ^

 error:
 [theta, obj_value, conv, iters] = mle_estimate(theta, data, model, modelargs, control, nslaves)

 inputs:
 theta: column vector of model parameters
 data: data matrix
 model: name of function that computes log-likelihood
 modelargs: (cell) additional inputs needed by model. May be empty ('')
 control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ('').
 nslaves: (optional) number of slaves if executed in parallel (requires MPITB)

 outputs:
 theta: ML estimated value of parameters
 obj_value: the value of the log likelihood function at ML estimate
 conv: return code from bfgsmin (1 means success, see bfgsmin for details)
 iters: number of BFGS iteration used

 please see mle_example.m for examples of how to use this

CROSS-REFERENCE INFORMATION ^

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