|
PureBytes Links
Trading Reference Links
|
On basis to calculate the VaR estimates I need to
determinate the
parametrs of the next function by means of Maximum
Likelihood method.
L=T*[logGamma_distribution*(v+1/2)-logGamma_distribution(v/2)-0.5log_pi*v-log_m
]-(v+1/2)*log_from_t_to_T[1+(returns-mean/mu*sqrt_of_v)^2]
so I need to compute 3 partial derivative and resolve
them by iterative
method. I just looked up on SPSS but I found that the
maximum likelihood
is computed there by Marquardt method. In this case I
would like to
compute the function mentiones above and resolve it by
means of maximum
likelihood.
Do you know any software or somebody at whom I can ask
for this?
Thank you in advace.
__________________________________________________
Do you Yahoo!?
Yahoo! Tax Center - File online, calculators, forms, and more
http://tax.yahoo.com
------------------------ Yahoo! Groups Sponsor ---------------------~-->
FREE Cell Phones with up to $400 Cash Back!
http://us.click.yahoo.com/_bBUKB/vYxFAA/i5gGAA/zMEolB/TM
---------------------------------------------------------------------~->
To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|