Saturday, 15 February 2014

data fitting - Matlab fminsearch Hessians? -



data fitting - Matlab fminsearch Hessians? -

a warning im new , out of depth, apologies if novice or unclear.

im estimating parameters using fminsearch number of datasets , has been suggested should seek plot hessians fit each dataset. possible these using fminsearch?

i told should standard output option, far can tell not 1 of options fminsearch (although looks alternative fminunc)

this relevant bit of code im hoping modify:

[par,fval] = fminsearch(@(x) logistic(x,arg), [m me p pe c ce]);

any help @ much appreciated.

the answer, after searching, utilize fmincon. interested, code worked:

[par,fval,exitflag,output,lambda,grad,hessian] = fmincon(@(x) logistic(x,arg), [m me p pe c ce], [], [], [], [], [-inf -inf -inf -inf -inf], [inf inf inf inf inf], [], optimopt)

matlab data-fitting fminsearch hessian-matrix

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