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Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dates dlibrary dllcall error error handling errors Excel file i/o floating network GAUSS Engine graphics GUI hotkeys installation Java API license licensing linux loading data loops matrices matrix manipulation Maxlik MaxLikMT Memory multidimensional array optimization Optmum output PQG graphics procs RAM random numbers string functions strings structures threading Time Series writing data
Time Series 2.0 MT
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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.