normlike - Normal negative log-likelihood
Syntax
nlogL = normlike(params,data)
[nlogL,AVAR] = normlike(params,data)
[...] = normlike(param,data,censoring)
[...] = normlike(param,data,censoring,freq)
Description
nlogL = normlike(params,data) returns
the negative of the normal log-likelihood function. params(1) is
the mean, mu, and params(2) is
the standard deviation, sigma.
[nlogL,AVAR] = normlike(params,data) also
returns the inverse of Fisher's information matrix, AVAR.
If the input parameter values in params are the
maximum likelihood estimates, the diagonal elements of AVAR are
their asymptotic variances. AVAR is based on the
observed Fisher's information, not the expected information.
[...] = normlike(param,data,censoring) accepts
a Boolean vector, censoring, of the same size as data,
which is 1 for observations that are right-censored and 0 for observations
that are observed exactly.
[...] = normlike(param,data,censoring,freq) accepts
a frequency vector, freq, of the same size as data.
The vector freq typically contains integer frequencies
for the corresponding elements in data, but can
contain any nonnegative values. Pass in [] for censoring to
use its default value.
normlike is a utility function for maximum
likelihood estimation.
See Also
normfit, normpdf, normcdf, norminv, normstat, normrnd
Normal Distribution
 | norminv | | normpdf |  |
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