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MathGroup Archive 2003

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Re: FindMinimum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg39594] Re: FindMinimum
  • From: "Dugmore Biyana" <DBiyana at btech.tktech.ac.za>
  • Date: Tue, 25 Feb 2003 02:56:38 -0500 (EST)
  • Organization: Eastern Cape Technikon
  • Sender: owner-wri-mathgroup at wolfram.com

Hi Mathgroup!
I'm running a small Mathematica program that reads:
logLikelihood[index_List,alpha_,beta_,omega_]:=Module[{u,v},u=Log
[Rest[index]] - Log[Drop[index,-1]]; v = FoldList[(omega+alpha*#2 + 
beta*#1)&,First[u]^2,Rest[u]^2]; -Fold[Plus,0,Log[v]+u^2/v]
Block[{$RecursionLimit=Infinity},FindMinimum[-
logLikelihood[index,alpha,beta,omega],{alpha,x1start 
,x1min,x1max},{beta,x2start,x2min,x2max},{omega,x3start,x3min,x
3max}]] 
I tried this code with Length[index]=240 (in reality 
Length[index]=2000)but execution went on and on for more a day 
without producing any results, except for a message 
FindMinimum::regex...., while still running. Can anyone help?
M D Biyana



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