Flexible number of paramters for MLE with custom function

Can the custom pdf function for MLE be written for a flexible number of parameters that is determined from the vector of start values?

 Akzeptierte Antwort

Tom Lane
Tom Lane am 22 Feb. 2013
Let's try it. The normpdf function uses the default sigma=1 if no standard deviation value is given.
>> x = 1 + randn(100,1);
>> mle(x,'pdf',@normpdf,'start',0)
ans =
0.8747
>> mle(x,'pdf',@normpdf,'start',[0 2])
ans =
0.8747 1.0787

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