[SciPy-User] max likelihood
Mon Jun 21 16:22:03 CDT 2010
On Mon, Jun 21, 2010 at 5:17 PM, eneide.odissea
> 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
What does your likelihood function look like? I am working on a
Generic Likelihood model as part of statsmodels
You can see an example here:
Of course, you can always just roll your own (negative log) likelihood
function and use an optimizer from scipy.optimize.
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