MaximumLikelihoodProblems.fitMethod
fit(transformed_gradient_problem, theta_hat_initial; kwargs...)

Find the maximum likelihood estimatator for the parameters theta.

Arguments

  • transformed_gradient_problem
  • theta_hat_initial

Keyword Arguments

  • learning_rate. Default value: 0.0001
  • max_iterations. Default value: 1000000
  • show_progress_meter. Default value: true
  • throw_convergence_exception. Default value: true
  • tolerance. Default value: 1.0e-10

See the documentation for fully worked-out examples.

MaximumLikelihoodProblems.loglikelihoodMethod
loglikelihood(transformed_gradient_problem, theta_hat)

Return the value of the log likelihood function evaluated at theta_hat.

Arguments

  • transformed_gradient_problem
  • theta_hat