MaximumLikelihoodOptimizer

class relife.base.MaximumLikelihoodOptimizer

Abstract maximum likelihood optimizer.

Attributes:

nb_observationsint

The number of observations.

Notes

Jacobian and hessian are not required but they can be implemented in concrete likelihoods. To use the jacobian or hessian implementations in the likelihood, pass them into config[“scipy_minimize_options”].

Methods

negative_log	Negative log likelihood.
optimize	Search parameters values that maximize the likelihood given data.

abstractmethod negative_log(params)

Negative log likelihood.

Parameters:

params1d array

Parameters values.

Returns:

outnp.float64

Negative log likelihood value.

optimize()

Search parameters values that maximize the likelihood given data.

Returns:

outFittingResults

An object that encapsulates optimal parameters and fitting information (AIC, variance, etc.).