> How can I plot the surface of a log likelihood function in GAMS.
Create a parameter that evaluates the log-likelihood function around the optimum. Lets use this example. We add the code:
set j /j1*j50/;
alias (j,jj);
scalar clo; clo = 0.8*c.l;
scalar cup; cup = 1.2*c.l;
scalar cstep; cstep = (cup-clo)/(card(j)-1);
scalar slo; slo = 0.95*sigma.l;
scalar sup; sup = 1.05*sigma.l;
scalar sstep; sstep = (sup-slo)/(card(j)-1);scalar pc,psigma;
parameter surface(j,jj);
loop((j,jj),
pc = clo + cstep*(ord(j)-1);
psigma = slo + sstep*(ord(jj)-1);
surface(j,jj) = m*log(pc) - m*pc*log(psigma)
+ (pc-1)*sum(k,log(x(k)-theta))
- sum(i,((x(i)-theta)/psigma)**pc);
);
execute_unload "weibull",surface;
Now we can use Chart|Two dimensions|3D Charts|Surface.
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