swMATH ID: 5245
Software Authors: Thomas Minka
Description: The Fastfit Matlab toolbox This toolbox implements efficient maximum-likelihood estimation of various distributions. It utilizes the technique of generalized Newton iteration, described in the following papers: Beyond Newton’s method, Estimating a Dirichlet distribution, Estimating a Gamma distribution. This toolbox is based on the Lightspeed toolbox, so you will need to install both.
Homepage: http://research.microsoft.com/~minka/software/fastfit/
Programming Languages: Matlab
Dependencies: Matlab
Keywords: optimization; The Least Squares Problem
Referenced in: 0 Publications