fminsearch combining maximum likelihood and least squares
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Hello,
I got a question about fminsearch, I'm working on a curve fitting problem,and I would like to perform a minimization of -Loglikelihood and Least Squares.
Can I use fminsearch with a function like this:
[LogL, LS]=function(parameters)
I got two objective values.
Thanks for the help.
Ben
답변 (1개)
Tom Lane
2013년 3월 16일
If you use this function, fminsearch will try to minimize the first output. You could wrap "yourfunction" in a second function and that function could return the second output, or some combination of the two. Example (did not actually try to run it):
function out = wrapper(varargin)
[neglogl,ls] = yourfunction(varargin{:});
out = (neglogl+ls)/2;
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