Error in optimization process
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
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 commentaires
Réponse acceptée
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Get Started with Optimization Toolbox dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!