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MathGroup Archive 2003

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Re: Re: FindMinimum

  • To: mathgroup at smc.vnet.net
  • Subject: [mg39616] Re: [mg39594] Re: FindMinimum
  • From: Tomas Garza <tgarza01 at prodigy.net.mx>
  • Date: Wed, 26 Feb 2003 02:42:31 -0500 (EST)
  • References: <200302250756.CAA13436@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

It would be enormously helpful if you could provide us with some example.
Some sample values for index, alpha, beta, omega?

Tomas Garza
Mexico City
----- Original Message -----
From: "Dugmore Biyana" <DBiyana at btech.tktech.ac.za>
To: mathgroup at smc.vnet.net
Subject: [mg39616] [mg39594] Re: FindMinimum


> 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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