Pada umumnya estimasi dalam Model Non Linier mengunakan metoda OLS (Ordinary Least Square) atau ML (Maximum Likelihood) dengan Algoritma Konvesional Gause-Newton; Newton-Rhapson; Marquardt-Levenberg; Berndt, Hall, Hall & Hausman atau Metoda Quadratic-Hill Climbing. Metoda Algoritma tersebut tidak akan menghasilkan global minimum/ maksimum. Dalam paper ini akan menjelaskan pendekatan baru yaitu Genetic Algoritma yang lebih menjamin global Maksimal/ minimal. Simulasi Monte Carlo digunakan untuk menjamin Robusness hasil estimasi. Komputasi yang digunakan dengan menggunakan MATLAB.
Download bila Anda ingin mendapatkan paper lengkap : Genetic Algoritma.pdf
dan source code Maximum likelihood : MLCD
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9 komentar:
lampiran programnya yang mana ya? kok di dokumen pdf ga ada? tolong balas ke statistikagakure_42@yahoo.co.id
terima kasih...
@Anonim
Silahkan download programnya pada Source code MATLAB 7 file.m
Wass.
maaf pak nanya lagi. Untuk sintax pada file nextpopu bagian ELITISM, itu yang tertulis cuma untuk least square saja atau untuk maksimum likelihood juga? Atau sintax ML-nya berbeda? Terima kasih...
firdaus
statistikagakure_42@yahoo.co.id
@Firdaus,
Silahkan Download untuk Maximum likelihood.
Wass.
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Gimana cara download program file.m, soalnya minta request access
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