Aptech Systems, Inc. Worldwide Headquarters
Aptech Systems, Inc.
2350 East Germann Road, Suite #21
Chandler, AZ 85286
Ready to Get Started?
Request Quote & Product Information
Training & Events
Step-by-step, informative lessons for those who want to dive into GAUSS and achieve their goals, fast.
Have a Specific Question?
Q&A: Register and Login
Premier Support and Platinum Premier Support are annually renewable membership programs that provide you with important benefits including technical support, product maintenance, and substantial cost-saving features for your GAUSS System or the GAUSS Engine.
Join our community to see why our users are considered some of the most active and helpful in the industry!
Where to Buy
Recent Tagsapplications character vectors CML CMLMT Constrained Optimization datasets dlibrary dllcall error error codes error handling errors Excel file i/o floating network GAUSS Engine GAUSS Light 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 writing data
Time Series 2.0 MT
Find out more now
Time Series MT 2.1
Find out more now
OPTIMIZATION WITH OPTMUM
I need to maximize a function f(θ), where θ is kx1 vector and θ =0 always.
Does anyone knows how can I set this on OPTMUM PROC in order to obtain the θ_bar=argmaxf(θ) for the rest values of θ by keeping θ = 0.?
Thank you in advance,
Maxlik has a global variable, _max_Active, where one specifies which parameters are active and which are fixed to their start value. Maxlikmt, CML, and CMLT, CO, and COMT can all do that, but Optmum can't.
Why not maximize a function where the first parameter is set to a local variable in the procedure which is set to zero? And then pass to Optmum a k-1 x 1 vector of starting values, i.e., one that doesn't include the parameter to be fixed to zero?
Thank you, for your help!!!