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fminunc function


From: Ana Norman
Subject: fminunc function
Date: Wed, 10 Nov 2010 16:47:09 +1000

Hi,
 
 
 I'm new to octave and I'm trying to use the matlab "fminunc" function. I have the octave version 3.2.4 which is the latest one as far as I am aware.
 
The code I have is as follows. 
options=optimset('LargeScale','off','Display','iter','GradObj','off',...

'MaxFunEvals',10000,'MaxIter',MAXITERS,'TolX',PARAMTOL,'TolFun',LLTOL,'DerivativeCheck','off');

[paramhat,fval,exitflag,output,grad,hessian]=fminunc(@loglik,param,options);

 

 

The logit model I want to run in octave then returns the following error message:

Checking the data and specifications.

Inputs have been checked and look fine.

Start estimation

The negative of the log-likelihood is minimized,

which is the same as maximizing the log-likelihood.

warning: unrecognized option: LargeScale

warning: unrecognized option: Display

warning: unrecognized option: DerivativeCheck

warning: fminunc: some elements in list of return values are undefined

Estimation took 0.010417 minutes.

Convergence not achieved.

The current value of the parameters and hessian

can be accesses as variables paramhat and hessian.

 

Please, could anyone help me with the code?  Is there another function I can use instead of fminunc?

 

Cheers


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