Dear professor Michael Creel, I think I must use the function "nls_estimate" since my problem is a nonlinear regression one and by using the function mle_estimate, I must provide as input argument the function that computes log-likelihood. Thing that is somewhat difficult for me because my model incorporates seasonal dummy variables. But my concern is at the level of validation of the model with standard deviations of estimated parameters. So I would ask you if the "nls_example" provides the standard deviations. Thank you very much in advance. George.
Michael Creel wrote: > > 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 > > -- View this message in context: http://old.nabble.com/average-duration-of-convergence-of-the-function-%22bfgsmin%22-tp27195007p27251007.html Sent from the octave-dev mailing list archive at Nabble.com. ------------------------------------------------------------------------------ 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
