I have the following code that aims at maximixing LL_all with respect to "gidraw" which is scalar.
Xfi=[ -1.4+randn(n,1) 0.5+0.6*randn(n,1)];
beta=[3 2 ]';
lam=Xfi*beta + gidraw;
LL_all = -(log(normpdf(gidraw,2,sqrt(0.5)))+int);
So, my question is what is the maximum of LL_all? That is, how can I find the maximum of this function? Also can I calculate the Hessian matrix(which is a scalar more precisely) of this function?
Thanks in advance