InverseGaussianDistribution
Logistic probability distribution object.
A InverseGaussianDistribution object consists of parameters, a model
description, and sample data for a logistic probability distribution.
The logistic distribution uses the following parameters.
| Parameter | Description | Support |
|---|---|---|
mu | Scale parameter | |
lambda | Shape parameter |
There are several ways to create a InverseGaussianDistribution object.
fitdist function.
makedist function.
InverseGaussianDistribution (mu, lambda)
to create a logistic distribution with specified parameter values.
InverseGaussianDistribution.fit (x,
censor, freq, options) to a distribution to data x.
It is highly recommended to use fitdist and makedist
functions to create probability distribution objects, instead of the
constructor and the aforementioned static method.
A InverseGaussianDistribution object contains the following properties,
which can be accessed using dot notation.
DistributionName | DistributionCode | NumParameters | ParameterNames |
ParameterDescription | ParameterValues | ParameterValues | ParameterCI |
ParameterIsFixed | Truncation | IsTruncated | InputData |
A InverseGaussianDistribution object contains the following methods:
cdf, icdf, iqr, mean, median,
negloglik, paramci, pdf, plot, proflik,
random, std, truncate, var.
Further information about the inverse Gaussian distribution can be found at https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution
See also: fitdist, makedist, invgcdf, invginv, invgpdf, invgrnd, lognfit, invglike, invgstat
Source Code: InverseGaussianDistribution
InverseGaussianDistribution.mu is not documented.
InverseGaussianDistribution.lambda is not documented.
InverseGaussianDistribution.CensoringAllowed is not documented.
InverseGaussianDistribution.DistributionName is not documented.
InverseGaussianDistribution.DistributionCode is not documented.
InverseGaussianDistribution.NumParameters is not documented.
InverseGaussianDistribution.ParameterNames is not documented.
InverseGaussianDistribution.ParameterDescription is not documented.
InverseGaussianDistribution.ParameterRange is not documented.
InverseGaussianDistribution.ParameterLogCI is not documented.
InverseGaussianDistribution.ParameterValues is not documented.
InverseGaussianDistribution.ParameterCI is not documented.
InverseGaussianDistribution.ParameterCovariance is not documented.
InverseGaussianDistribution.ParameterIsFixed is not documented.
InverseGaussianDistribution.Truncation is not documented.
InverseGaussianDistribution.IsTruncated is not documented.
InverseGaussianDistribution.InputData is not documented.
"upper")
p = cdf (pd, x) computes the CDF of the
probability distribution object, pd, evaluated at the values in
x.
p = cdf (…, returns the complement of
the CDF of the probability distribution object, pd, evaluated at
the values in x.
"upper")
p = icdf (pd, x) computes the quantile (the
inverse of the CDF) of the probability distribution object, pd,
evaluated at the values in x.
r = iqr (pd) computes the interquartile range of the
probability distribution object, pd.
m = mean (pd) computes the mean of the probability
distribution object, pd.
m = median (pd) computes the median of the probability
distribution object, pd.
m = negloglik (pd) computes the negative loglikelihood
of the probability distribution object, pd.
ci = paramci (pd) computes the lower and upper
boundaries of the 95% confidence interval for each parameter of the
probability distribution object, pd.
ci = paramci (pd, Name, Value) computes the
confidence intervals with additional options specified specified by
Name-Value pair arguments listed below.
| Name | Value | |
|---|---|---|
"Alpha" | A scalar value in the range specifying the significance level for the confidence interval. The default value 0.05 corresponds to a 95% confidence interval. | |
"Parameter" | A character vector or a cell array of
character vectors specifying the parameter names for which to compute
confidence intervals. By default, paramci computes confidence
intervals for all distribution parameters. |
paramci is meaningful only when pd is fitted to data,
otherwise an empty array, [], is returned.
y = pdf (pd, x) computes the PDF of the
probability distribution object, pd, evaluated at the values in
x.
plot (pd plots a probability density function (PDF) of the
probability distribution object pd. If pd contains data,
which have been fitted by fitdist, the PDF is superimposed over a
histogram of the data.
plot (pd, Name, Value) specifies additional
options with the Name-Value pair arguments listed below.
| Name | Value | |
|---|---|---|
"PlotType" | A character vector specifying the plot
type. "pdf" plots the probability density function (PDF). When
pd is fit to data, the PDF is superimposed on a histogram of the
data. "cdf" plots the cumulative density function (CDF). When
pd is fit to data, the CDF is superimposed over an empirical CDF.
"probability" plots a probability plot using a CDF of the data
and a CDF of the fitted probability distribution. This option is
available only when pd is fitted to data. | |
"Discrete" | A logical scalar to specify whether to
plot the PDF or CDF of a discrete distribution object as a line plot or a
stem plot, by specifying false or true, respectively. By
default, it is true for discrete distributions and false
for continuous distributions. When pd is a continuous distribution
object, option is ignored. | |
"Parent" | An axes graphics object for plot. If
not specified, the plot function plots into the current axes or
creates a new axes object if one does not exist. |
h = plot (…) returns a graphics handle to the plotted
objects.
"Display", display)"Display", display)
[nlogL, param] = proflik (pd, pnum)
returns a vector nlogL of negative loglikelihood values and a
vector param of corresponding parameter values for the parameter in
the position indicated by pnum. By default, proflik uses
the lower and upper bounds of the 95% confidence interval and computes
100 equispaced values for the selected parameter. pd must be
fitted to data.
[nlogL, param] = proflik (pd, pnum,
also plots the profile likelihood
against the default range of the selected parameter.
"Display", "on")
[nlogL, param] = proflik (pd, pnum,
setparam) defines a user-defined range of the selected parameter.
[nlogL, param] = proflik (pd, pnum,
setparam, also plots the profile
likelihood against the user-defined range of the selected parameter.
"Display", "on")
For the inverse Gaussian distribution, pnum = 1 selects the
parameter mu and pnum = 2 selects the parameter
lambda.
When opted to display the profile likelihood plot, proflik also
plots the baseline loglikelihood computed at the lower bound of the 95%
confidence interval and estimated maximum likelihood. The latter might
not be observable if it is outside of the used-defined range of parameter
values.
r = random (pd) returns a random number from the
distribution object pd.
When called with a single size argument, betarnd returns a square
matrix with the dimension specified. When called with more than one
scalar argument, the first two arguments are taken as the number of rows
and columns and any further arguments specify additional matrix
dimensions. The size may also be specified with a row vector of
dimensions, sz.
s = std (pd) computes the standard deviation of the
probability distribution object, pd.
t = truncate (pd) returns a probability distribution
t, which is the probability distribution pd truncated to the
specified interval with lower limit, lower, and upper limit,
upper. If pd is fitted to data with fitdist, the
returned probability distribution t is not fitted, does not contain
any data or estimated values, and it is as it has been created with the
makedist function, but it includes the truncation interval.
v = var (pd) computes the standard deviation of the
probability distribution object, pd.