Categories &

Functions List

Function Reference: burrlike

statistics: nlogL = burrlike (params, x)
statistics: [nlogL, acov] = burrlike (params, x)
statistics: […] = burrlike (params, x, censor)
statistics: […] = burrlike (params, x, censor, freq)

Negative log-likelihood for the Burr type XII distribution.

nlogL = burrlike (params, x) returns the negative log likelihood of the data in x corresponding to the Burr type XII distribution with (1) scale parameter lambda, (2) first shape parameter c, and (3) second shape parameter k given in the three-element vector params.

[nlogL, acov] = burrlike (params, x) also returns the inverse of Fisher’s information matrix, acov. If the input parameter values in params are the maximum likelihood estimates, the diagonal elements of acov are their asymptotic variances.

[…] = burrlike (params, x, censor) accepts a boolean vector, censor, of the same size as x with 1s for observations that are right-censored and 0s for observations that are observed exactly. By default, or if left empty, censor = zeros (size (x)).

[…] = burrlike (params, x, censor, freq) accepts a frequency vector, freq, of the same size as x. freq typically contains integer frequencies for the corresponding elements in x, but it can contain any non-integer non-negative values. By default, or if left empty, freq = ones (size (x)).

Further information about the Burr type XII distribution can be found at https://en.wikipedia.org/wiki/Burr_distribution

See also: burrcdf, burrinv, burrpdf, burrrnd, burrfit, burrstat

Source Code: burrlike