logllike
Negative log-likelihood for the log-logistic distribution.
nlogL = logllike (params, x)
returns the negative
log likelihood of the data in x corresponding to the log-logistic
distribution with (1) scale parameter a and (2) shape parameter b
given in the two-element vector params.
[nlogL, acov] = logllike (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.
[…] = logllike (params, x, censor)
accepts a
boolean vector, censor, of the same size as x with 1
s for
observations that are right-censored and 0
s for observations that are
observed exactly. By default, or if left empty,
censor = zeros (size (x))
.
[…] = logllike (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 loglogistic distribution can be found at https://en.wikipedia.org/wiki/Log-logistic_distribution
OCTAVE/MATLAB use an alternative parameterization given by the pair , i.e. mu and sigma, in analogy with the logistic distribution. Their relation to the and parameters used in Wikipedia are given below:
mu = log (a)
sigma = 1 / a
See also: loglcdf, loglinv, loglpdf, loglrnd, loglfit, loglstat
Source Code: logllike