nlogL = invglike (params, x) returns the negative log likelihood of the data in x corresponding to the inverse Gaussian distribution with (1) scale parameter mu and (2) shape parameter lambda given in the two-element vector params.

[nlogL, acov] = invglike (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 params are their asymptotic variances.

[…] = invglike (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)).

[…] = invglike (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 inverse Gaussian distribution can be found at https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution

See also: invgcdf, invginv, invgpdf, invgrnd, invgfit, invgstat

Source Code: invglike