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can i use aggregation function (LAST) in mysql?

can i use aggregation function (LAST) in mysql??
if yes then why give me error for following query::

SELECT `user_id`,last(`value`)
FROM `My_TABLE`
group by `user_id`

ERROR:: You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near '(value) FROM My_TABLE group by user_id' at line 1

EDIT:: I got answer "last" is not used in MySql. then How to perform it in MySql??

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No, There is nothing called LAST in mysql

See the list of aggregated function

EDIT

You can perform the same something like this

select f.user_id, f.value
from (
   select  MAX(value) as maxval
   from my_table group by user_id
) as x inner join my_table as f on f.value = x.maxval

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