Re: Maximization of a Likelihood Function
- To: mathgroup at smc.vnet.net
- Subject: [mg91483] Re: Maximization of a Likelihood Function
- From: Bill Rowe <readnews at sbcglobal.net>
- Date: Sat, 23 Aug 2008 01:42:46 -0400 (EDT)
On 8/22/08 at 3:10 AM, gregory.lypny at videotron.ca (Gregory Lypny) wrote: >Just curious to know if anyone has written a Mathematica routine to >maximize a likelihood function. I'd like to tinker with one and >apply it to multivariate GARCH if that is possible. I know that the >Time Series package has a univariate GARCH command, but I am unaware >of any multivariate routines. There is no need to write a routine to maximize a likelihood function. The built-in commands, Maximize or NMaximize will handle multiple dimensions. All that is needed is a correctly formulated likelihood function and to use correct syntax with either Maximize or NMaximize.