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fmincon nonlinear inequality constraint
Hello, I do a maximum likelihood estimation using fmincon. My code requires doing a Choleski decomposition to the matrix: A=[...
2 years ago | 2 answers | 0
2
answersQuestion
Fmincon makes an extremely big jump in parameter search
Hello, I run the attached code "mainfnc_up3_noL3.m". The code loads the (attached) data, simulates random variables, and uses t...
2 years ago | 1 answer | 0
1
answerQuestion
normpdf is taking zeros
Hello, I am using the normpdf command to evaluate a function in MATLAB. When the argument of normpdf is too small, MATLAB report...
3 years ago | 1 answer | 0
1
answerQuestion
Standard error of Weibull MLE estimates
Hello, The built-in [p,ci]=wblfit(data) command gives the parameter estimates and their 95% confidence intervals of a Weibul...
6 years ago | 1 answer | 0
1
answerQuestion
Splitting a matrix into submatrices by value
Hello, I have a 10000x3 matrix called A. The 3rd column of the matrix consists of 0s and 1s. I want to create 2 submatrices wher...
6 years ago | 1 answer | 0
1
answerQuestion
Simulate left-censored time-to-event data
Hello, I simulated random variables from a Weibull distribution using the following code: r=rand(1000, 1); t=wblinv(r, ...
6 years ago | 0 answers | 0