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Questions - mle

How can I find MLE estimates for the parameters in the function below?

I have a new function given which I would like to estimate its parameters; a,b,alpha,vartheta using MLE. How do I make an estimation? EMHL<-function(a,b,alpha,vartheta) { (2*a*b*alpha*vartheta* ...
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Bakang

r

statistics

mathematical-optimization

mle

probability-distribution

Votes: 0

Answers: 1

Latest Answer

There are syntax errors in the function shown in the question so we used the one in the Note at the end. If that function is a density and you want to minimize the corresponding negative log likelihoo...
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G. Grothendieck

Scipy Minimize Ignores the Constraints

I want to estimate the parameters of a model using maximum-likelihood method. The model has 6 parameters A, n, B, w1, w2, and w3 and I know that the true values of them are 180, 0.5, 1.5, 0.35, 0.45, ...
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H2H

scipy

constraints

minimize

mle

Votes: 0

Answers: 1

Latest Answer

The L-BFGS-B method doesn't support general constraints, it only supports simple bounds on the variables, so your code should usually raise a warning. You can use the SLSQP or trust-constr method inst...
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joni

How to get maximum loglikelihood in python and fit parameters of a normal distribution and a t-student?

I am working in python and I have some performance data of some actions DailyReturn = [0.325, -0.287, ...] I've been trying to fit a normal distribution and a student's t-distribution to the density h...
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physics

python

scipy

regression

statsmodels

mle

Votes: 0

Answers: 1

Latest Answer

In scipy.stats you find several distributions, amongn them student's T and normal These modules have a fit method. You can see an example here for normal distribution. Your approach seems to be correc...
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Bob

Stochastic parameter estimation

I have made a pandemic stochastic simulator which takes probabilities of an infection, recovery or neither and uses a gillespie algorithm with vectors to determine the number of people in each categor...
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Matthew Ruddy

r

mle

stochastic

stochastic-process

Votes: 0

Answers: 1

Latest Answer

MLE() takes two variables, yet you gave the optim() function three parameters. Essentially, the optim() function expects b in your MLE function to be a vector of two spots. If you wanted to optimize b...
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Kat

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