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Time Series 2.0 MT
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Time Series MT 2.1
Maxlik/Maximum Likelihood vs MLMT/ Maximum Likelihood MT
What are the differences between Maxlik/Maximum Likelihood vs MLMT/ Maximum Likelihood MT?
Maxlikmt is a more advanced version of Maxlik. First, it uses a PV structure for parameters, and a DS structure for data. The PV structure allows you to store parameters in their original state, i.e., a matrix, or a vector, or symmetric matrix, and there is a method for specifying which elements are fixed and with are free parameters.
The use of structures means that the Maxlikmt run can be multi-threaded, i.e., you can run several of them at a time.
Also Maxlikmt allows for bounds on parameters.
Note: MLMT is not backwards compatible. If a user wants to run older code, they may need to use Maxlik 5.0.