# Copyright (C) 2003,2004 Michael Creel address@hidden # under the terms of the GNU General Public License. # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA # Copyright (C) 2003 Michael Creel address@hidden # under the terms of the GNU General Public License. # The GPL license is in the file COPYING # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA # Copyright (C) 2003 Michael Creel address@hidden # under the terms of the GNU General Public License. # The GPL license is in the file COPYING # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA # Example to show how to use MLE functions n = 1000; # how many observations? control = {30,0,1,1}; # controls for bfgsmin # create random data, true coefficients are 1,2,3 x = [ones(n,1) rand(n,2)]; theta = 1:3; theta = theta'; lambda = exp(x*theta); y = poisson_rnd(lambda); theta = zeros(3,1); model = "Poisson"; data = {y, x}; names = str2mat("beta1", "beta2", "beta3", "alpha", "sp", "sp2"); title = "Poisson MLE trial"; # This displays the results [theta, V, obj_value, infocrit] = mle_results(theta, model, data, names, title, 0, control); obj_value # # This just calculates the results, no screen display # [theta, obj_value, convergence] = mle_estimate(theta, model, data, control); # # verify that it works # disp(theta); # disp(obj_value); # disp(convergence);