Re: [Gretl-users] Min search function

>> I thought I could use the mle command with the related log-L: >> Log-L = - n/2(ln SSR/n + const) >> where SSR could have been the output of the function >> >> The problem is that such function must have vectors as arguments: gamma >> and c are vectors whose dimension can change, since they depend on the >> number of regimes and location parameters, in turn determined by the >> tests or the researcher. >> So, it seems quite problematic to adapt the mle command. > > I don't see why. > I guess your best strategy is to define a function like > > function series blah(series y, list X, matrix gamma, matrix c) > > which returns the term inside the double summation in eq (11) and then use > that in computing the loglikelihood. Yes, I thought it was a workable strategy and possibly it is. The problem with mle is that mle seems to accept as argument of the function only scalars (or does it accept also matrices?) and you have to list in the second line of the command what they are), while the above function as two vectors as argument.