用到了cml的工具包 做参数的极大似然估计,并且给参数加了Bounds,但是加上之后程序反复提示Feasible Step Length could not be found. 所用的数据见附件
在此先多谢大家了,回答的好我会追加悬赏的,谢谢!
程序见下:
new;
cls;
library cml;
#include cml.ext
cdo = cdir(0);
load path = ^cdo;
save path = ^cdo;
screen on;
siginstr = 1;
sigerror1 = 1;
sigerror2 = 1;
muerror1 = 0.0;
muerror2 = 0.0;
load data[3111,25] = "F:\\files from dropbox\\Gauss\\datafortesting.txt";
data1 = selif(data[.,1:24],data[.,25]);
tDate