usage: [theta, V, obj_value, infocrit] =
mle_results(theta, data, model, modelargs, names, title, unscale, control)
inputs:
theta: column vector of model parameters
data: data matrix
model: name of function that computes log-likelihood
modelargs: (cell) additional inputs needed by model. May be empty ("")
names: vector of parameter names, e.g., use names = char("param1", "param2");
title: string, describes model estimated
unscale: (optional) cell that holds means and std. dev. of data (see scale_data)
control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty ("").
nslaves: (optional) number of slaves if executed in parallel (requires MPITB)
outputs:
theta: ML estimated value of parameters
obj_value: the value of the log likelihood function at ML estimate
conv: return code from bfgsmin (1 means success, see bfgsmin for details)
iters: number of BFGS iteration used
Please see mle_example for information on how to use this
Package: econometrics