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```This is not technical question about lisp, but i'm trying to find a
lisp program (if anything is written already) to do statistical
analysis, I'm especially looking for an optimization program to find
the maximum likelihood of a function (something like the nelder-mead
simplex algorithm or the BFGS...); I tried to look in Koders but
nothing there. I know it's a long shot but maybe someone has or knows.
Thanks.
```
 0
Reply franco (243) 10/31/2008 11:20:45 AM

```On Fri, 31 Oct 2008 04:20:45 -0700, Francogrex wrote:

> This is not technical question about lisp, but i'm trying to find a lisp
> program (if anything is written already) to do statistical analysis, I'm
> especially looking for an optimization program to find the maximum
> likelihood of a function (something like the nelder-mead simplex
> algorithm or the BFGS...); I tried to look in Koders but nothing there.
> I know it's a long shot but maybe someone has or knows. Thanks.

Here is Nelder-Mead (both plain a and grid-restrained, use the latter)
for CL:

BTW, maximum likelihood violates the likelihood principle.  I you want to
do your statistics right, use Bayesian analysis.  CL is especially good
for the latter, since you can write very fast iterations for MCMC.

HTH,

Tamas
```
 0
Reply tkpapp (975) 10/31/2008 11:39:32 AM

```On Oct 31, 12:39=A0pm, Tamas K Papp <tkp...@gmail.com> wrote:
> On Fri, 31 Oct 2008 04:20:45 -0700, Francogrex wrote:
> > This is not technical question about lisp, but i'm trying to find a lis=
p
> > program (if anything is written already) to do statistical analysis, I'=
m
> > especially looking for an optimization program to find the maximum
> > likelihood of a function (something like the nelder-mead simplex
> > algorithm or the BFGS...); I tried to look in Koders but nothing there.
> > I know it's a long shot but maybe someone has or knows. Thanks.
>
> Here is Nelder-Mead (both plain a and grid-restrained, use the latter)
> for CL:
>
>
> BTW, maximum likelihood violates the likelihood principle. =A0I you want =
to
> do your statistics right, use Bayesian analysis. =A0CL is especially good
> for the latter, since you can write very fast iterations for MCMC.
>
> HTH,
>
> Tamas

```
 0
Reply franco (243) 11/2/2008 11:42:49 AM

```On Oct 31, 12:39=A0pm, Tamas K Papp <tkp...@gmail.com> wrote:
> BTW, maximum likelihood violates the likelihood principle. =A0I you want =
to
> do your statistics right, use Bayesian analysis. =A0CL is especially good
> for the latter, since you can write very fast iterations for MCMC.

Hi, thanks. Yes you're right, ML is not the best, and indeed I had
used something bayesian before (MCMC) and then something in between
the two schools that I am currently using now: I have coded the
"simulated annealing" algorithm into lisp, which was honestly pretty
neat. But it goes a little slow (slowness not related to lisp or any
programming language, it's just the nature of the algorithm that it's
quick and dirty alternative.
```
 0
Reply franco (243) 11/2/2008 11:47:40 AM

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5/23/2013 5:14:34 PM