void MVT::mle() {
const double eps = 1e-5;
double dloglike = eps + 1;
double loglike = this->loglike(vectorize_params());
double old = loglike;
Vector Nu(1, nu());
while (dloglike > eps) {
Estep();
mvn->mle();
MvtNuTF f(this);
loglike = max_nd1(Nu, Target(f), dTarget(f));
set_nu(Nu[0]);
dloglike = loglike - old;
old = loglike;
}
}
void WishartModel::mle1(){
Vector theta = vectorize_params();
dLoglikeTF target(this);
max_nd1(theta, Target(target), dTarget(target));
unvectorize_params(theta);
}
