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- %% Generate Data
- vX = paramMu + (sqrt(paramSigmaSq) * randn([numSamples, 1]));
- vEmpMoment = zeros([numMoments, 1]);
- %% Generating Empirical Moments
- for ii = 1:numMoments
- vEmpMoment(ii) = mean(vX .^ ii);
- end
- hResFun = @(vTheta) ResFun(numMoments, vTheta(1), vTheta(2), vEmpMoment);
- vTheta = [0, 1];
- sSolverOptions = optimoptions('lsqnonlin', 'Algorithm', 'trust-region-reflective', 'FunctionTolerance', 1e-9, 'StepTolerance', 1e-9, 'FiniteDifferenceType', 'central', 'Display', 'iter');
- vTheta = lsqnonlin(hResFun, vTheta, [], [], sSolverOptions);
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