The function which is used for calculating moving median absolute deviation is not available in matlab built-in functions. so this function may be useful for those which do not have matlab 2016 or later version. this simple function does the calculation for centered moving median absolute deviation. It do not skip the nan values. it…
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Maximum Likelihood Estimation
In this post, i want to estimate the maximum likelihood by numerical solution using matlab / octave. numerical solution used is based on Newton’s method and central difference for evaluation of the derivative values of the loglikelihood. here i will attach the matlab code which uses simple functions.