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
- Follow-Ups:
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- From: Tomas Garza <tgarza01@prodigy.net.mx>
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