frpr_min — Fletcher, Reeves, Polak, Ribiere minimization
[result]=frpr_min(func,pin[,arg1, argn])
func = (minus likelihood) function to minimize
pin = parameter vector fed to func
argi =
argi =
- 'maxit=x' to set the maximum # of iterations (default = 500)
- arguments of function func others that the parameters
a result list with:
- result('meth') = 'frpr'
- result('b') = (kx1) minimizing vector
- result('f') = value of func at solution values
- result('hess') = hessian at solution values
- result('iter') = # number of iterations
- result('flag') = 0 for convergence, 1 for non-convergence
b = parameter vector (k x 1)
varargin = arguments passed to the function