Maximum likelihood estimator
- To: mathgroup at smc.vnet.net
- Subject: [mg51209] Maximum likelihood estimator
- From: Mark Coleman <mark at markscoleman.com>
- Date: Fri, 8 Oct 2004 02:55:05 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Greetings, Does anyone happen to have code for a general maximum likelihood estimator (e.g., one that returns a precision matrix)? This is on my wish list for Mathematica. Each time I need one I end up coding one for a specific problem. Before I attempt to generalize it, I thought I might make an inquiry on the list. Thank you. -Mark