[SciPy-User] max likelihood
Mon Jun 21 16:43:58 CDT 2010
On Mon, Jun 21, 2010 at 5:34 PM, David Goldsmith
> On Mon, Jun 21, 2010 at 2:17 PM, eneide.odissea <email@example.com>
>> 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
>> 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
> scipy.stats.distributions.rv_continuous.fit (I was just working on the
> docstring for that; I don't believe my changes have been merged; I believe
> Travis recently updated its code...)
This is for fitting the parameters of a distribution via maximum
likelihood given that the DGP is the underlying distribution. I don't
think it is intended for more complicated likelihood functions (where
Nelder-Mead might fail). And in any event it will only find the
parameters of the distribution rather than the parameters of some
underlying model, if this is what you're after.
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