Re: Online Programs Lisp

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:

http://prxq.wordpress.com/2006/11/05/grid-restrained-nelder-mead/

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
.