Error in optimization process

3 vues (au cours des 30 derniers jours)
Fred
Fred le 4 Oct 2013
Modifié(e) : Matt J le 4 Oct 2013
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
Shashank Prasanna
Shashank Prasanna le 4 Oct 2013
What are you errors? Can you post it here?
Fred
Fred le 4 Oct 2013
Modifié(e) : Fred le 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);

Connectez-vous pour commenter.

Réponse acceptée

Matt J
Matt J le 4 Oct 2013
Modifié(e) : Matt J le 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.

Plus de réponses (0)

Produits

Community Treasure Hunt

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

Start Hunting!

Translated by