Error in optimization process

1 visualización (últimos 30 días)
Fred
Fred el 4 de Oct. de 2013
Editada: Matt J el 4 de Oct. de 2013
I am trying to fit a gumbel distribution on a series of data. So I want to minimize the negative of maximum likelihood by optimizing two variables var(1) and var(2). This is my code:
X=xlsread('file.xlsx');
options = optimset('MaxFunEvals',1000,'FinDiffType','central');
options=optimset(options,'Display','iter','MaxIter',1000,'TolCon',1e-6);
lb=0;
ub=Inf;
var=zeros(2,1);
x = fmincon(@(var)Gumbel(var,X),1,1,[],[],[],[],lb,ub,[],options);
and my Gumbel function is:
function f=Gumbel(var, X)
f=-sum(log((1./var(1)).*exp(-(X-var(2))./var(1)-exp(-(X-var(2))./var(1)))))
Can someone help me why I am getting errors?! Thanks
  2 comentarios
Shashank Prasanna
Shashank Prasanna el 4 de Oct. de 2013
What are you errors? Can you post it here?
Fred
Fred el 4 de Oct. de 2013
Editada: Fred el 4 de Oct. de 2013
Error using fmincon (line 294)
Row dimension of A is inconsistent with length of b.
Error in LL (line 10)
x = fmincon(@(var)Gumbel(var,X),1,1,[],[],[],[],lb,ub,[],options);

Iniciar sesión para comentar.

Respuesta aceptada

Matt J
Matt J el 4 de Oct. de 2013
Editada: Matt J el 4 de Oct. de 2013
Your input arguments are out of sequence. Also, you have too many of them. fmincon can only accept 10 inputs and you've passed in 11.

Más respuestas (0)

Categorías

Más información sobre Get Started with Optimization Toolbox en Help Center y File Exchange.

Productos

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by