pzpenny
2010-04-05, 21:23
已知一组数据(共1570个),已知其分布的密度函数(非常复杂),怎么估计其中的参数啊!
我写了个程序是这样的,但老是运行出错
function w=myfun(l)
global A
c=(2^((1-l(1))*0.5))/(gamma(l(1)*0.5)*(pi*l(1))^(0.5)*l(3)^(0.5));
e=((l(1)+(A-l(2)).^2./l(3)).*(l(4)^2)./l(3)).^(0.5);
h=double(0.5*(l(1)+1));
e1=single(e);
d=besselk(h,e1);
f=(c.*d.*exp(((A-l(2)).*l(4))./l(3)))./(e.^(-(l(1)+1)*0.5).*(1+((A-l(2)).^2)./(l(1)*l(3))).^(l(1)+1));
j=log(f);
k=sum(j.');
w=0-k;
其是A是数据.
然后我在命令窗口输入
y=fminsearch('myfun',[10 10 10 10],optimset('MaxFunEvals',1e10,'MaxIter',1e5))
运行结果为:
??? Operation terminated by user during ==> myfun after 10
In ==> fminsearch at 376
x(:) = v(:,j); fv(:,j) = funfcn(x,varargin{:});
请教高手,这是怎么回事呢?
谢谢啊,还望高手指教啊,急用啊!谢谢谢谢谢谢
我写了个程序是这样的,但老是运行出错
function w=myfun(l)
global A
c=(2^((1-l(1))*0.5))/(gamma(l(1)*0.5)*(pi*l(1))^(0.5)*l(3)^(0.5));
e=((l(1)+(A-l(2)).^2./l(3)).*(l(4)^2)./l(3)).^(0.5);
h=double(0.5*(l(1)+1));
e1=single(e);
d=besselk(h,e1);
f=(c.*d.*exp(((A-l(2)).*l(4))./l(3)))./(e.^(-(l(1)+1)*0.5).*(1+((A-l(2)).^2)./(l(1)*l(3))).^(l(1)+1));
j=log(f);
k=sum(j.');
w=0-k;
其是A是数据.
然后我在命令窗口输入
y=fminsearch('myfun',[10 10 10 10],optimset('MaxFunEvals',1e10,'MaxIter',1e5))
运行结果为:
??? Operation terminated by user during ==> myfun after 10
In ==> fminsearch at 376
x(:) = v(:,j); fv(:,j) = funfcn(x,varargin{:});
请教高手,这是怎么回事呢?
谢谢啊,还望高手指教啊,急用啊!谢谢谢谢谢谢