MathGroup Archive 2008

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Maximization of a Likelihood Function


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.


  • Prev by Date: Background and Frame in Panels
  • Next by Date: Re: Maximize
  • Previous by thread: Maximization of a Likelihood Function
  • Next by thread: Minimize with complex values