Statistics Toolbox

normlike

Negative normal log-likelihood function

Syntax

• logL = normlike(params,data)
  [logL,avar] = normlike(params,data)
  

Description

logL = normlike(params,data) returns the negative of the normal log-likelihood function for the parameters params(1) = mu and params(2) = sigma, given the vector data. The length of the vector logL is the length of data.

[logL,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 is a utility function for maximum likelihood estimation.

See Also

betalike, gamlike, mle, normfit, weiblike

norminv

normpdf