Maximize function (parameters estimation with likelihood)

Hello, I have a function that gives me a likelihood which I want to maximize. The problem is that I need to give 4 parameters that I need to estimate. I have this function:

[z, z0, z1, z2, z3]= myfun(g, g1, g2, x1, g3, x2, x3)

How can I maximize z giving as x1 a 20x20 matrix symmetric?

Answer 1

[Sindhuja Parimalarangan]

To get the maximum likelihood for the function "myfunc", you can use the "fmincon" function. Extra parameters (x1,x2,x3) can be passed by means of anonymous function as an argument to "fmincon".

The general workflow would be to :

1. Construct an anonymous function with x1,x2,x3 2. Specify known parameters g,g1,g2,g3 3. Call "fmincon" of the form - fmincon(@(x1,x2,x3),myfun(g,g1,g2,x1,g3,x2,x3))

Alternately, the anonymous function can be defined outside "fmincon" and used as one of it's arguments.

You can refer to this link for documentation and examples on passing extra parameters: http://www.mathworks.com/help/optim/ug/passing-extra-parameters.html