Negative likelihood

Class that provides the function to the optimization algorithm.

biogeme.negative_likelihood module

Class that provides the function to the optimization algorithm

author:

Michel Bierlaire

date:

Wed Nov 30 10:17:26 2022

class biogeme.negative_likelihood.NegativeLikelihood(dimension, like, like_deriv, parameters=None)

Bases: FunctionToMinimize

Provides the value of the function to be minimized, as well as its derivatives. To be used by the opimization package.

__init__(dimension, like, like_deriv, parameters=None)

Constructor

dimension()

Provides the number of variables of the problem

like

function calculating the log likelihood

like_deriv

function calculating the log likelihood and its derivatives.

the_dimension

number of parameters to estimate