On Mon, Jan 18, 2010 at 1:23 AM, george216 <george.br...@gmail.com> wrote: > > Dear professor Michael Creel, > the other time you advised me to use the functions mle _estimate and > mle_example in order to calculate the standard deviations and given my large > number of parameters to estimate, do these two functions incorporate also > the "Limited memory" to both benefit from the speed of convergence and the > standard deviations of parameters. Can you please refer me to documents that > explain the algorithm samin (Preferably these materials are not very > complicated). > Best regards. > > Michael Creel wrote:
Hi George, To use lbfgs, you need to specify that the 5th element of of the cell array "control" (the 3rd arg to bfgsmin) be a non-negative integer. It is the number of iterations of memory used to form the approximate Hessian. To use that with mle_example, you would need to edit line 48. For a problem like yours, I would experiment with from 3 to 5 or 6 iterations of memory. For samin, do "help samin" and also examine and run samin_example.m. A reference is this paper: http://www.bepress.com/snde/vol1/iss3/algorithm1/ Cheers, Michael ------------------------------------------------------------------------------ Throughout its 18-year history, RSA Conference consistently attracts the world's best and brightest in the field, creating opportunities for Conference attendees to learn about information security's most important issues through interactions with peers, luminaries and emerging and established companies. http://p.sf.net/sfu/rsaconf-dev2dev _______________________________________________ Octave-dev mailing list Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
