The DETMAX algorithm of Mitchell (1974a) is very commonly used for computer-generated optimal design. Although it is not the default search method for the OPTEX procedure, you can specify that it be ...

This example estimates the normal SSM of the mink-muskrat data using the EM algorithm. The mink-muskrat series are detrended. Refer to Harvey (1989) for details of this data set. Since this EM ...