Matlab mle function in Julia

New to Julia
1

I was wondering if Julia has a Maximum likelihood estimates function like the mle in Matlab.

2

https://juliastats.github.io/Distributions.jl/latest/fit.html

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3

This function seems to not accept customized PDF, also the package is not 1.0 compatible

4

I’m pretty sure it’s ready for Julia v1.0.
If you want to do arbitrary ML estimation you would have to use an optimizer like Optim.jl

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5

This will allow you to do ML estimation for a user-supplied likelihood function: https://github.com/mcreel/Econometrics.jl/blob/master/src/ML/mleresults.jl

julia> mleresults()
execute edit(mleresults,()) to examine the example code
true betas: 
     0.60021
     0.02946
     0.24307
************************************************************
simple ML example
MLE Estimation Results    Convergence: true
Average Log-L: -1.29631   Observations: 100
Sandwich form covariance estimator

                estimate     st. err      t-stat     p-value
           1     0.45890     0.09305     4.93168     0.00000
           2     0.08012     0.10026     0.79914     0.42616
           3     0.16250     0.10436     1.55706     0.12271

Information Criteria
                   Crit.      Crit/n
       CAIC    276.07838     2.76078
        BIC    273.07838     2.73078
        AIC    265.26287     2.65263
************************************************************

julia>
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