[SciPy-User] max likelihood

Skipper Seabold jsseabold@gmail....
Mon Jun 21 16:22:03 CDT 2010


On Mon, Jun 21, 2010 at 5:17 PM, eneide.odissea
<eneide.odissea@gmail.com> wrote:
>
> Hi All
> I had a look at the scipy.stats documentation and I was not able to find a function for
> maximum likelihood parameter estimation.
> Do you know whether is available in some other namespace/library of scipy?
> I found on the web few libraries ( this one is an example http://bmnh.org/~pf/p4.html ) having it,
> but I would prefer to start playing with what scipy already offers by default ( if any ).
> Kind Regards
> eo

What does your likelihood function look like?  I am working on a
Generic Likelihood model as part of statsmodels
(http://statsmodels.sourceforge.net/)

You can see an example here:
http://scipystats.blogspot.com/2010/06/statsmodels-gsoc-week-3-update.html

Of course, you can always just roll your own (negative log) likelihood
function and use an optimizer from scipy.optimize.

Skipper


More information about the SciPy-User mailing list