mle
Compute maximum likelihood estimates.
phat = mle (x) returns the maximum likelihood estimates
(MLEs) for the parameters of a normal distribution using the sample data in
x, which must be a numeric vector of real values.
phat = mle (x, Name, Value) returns the MLEs
with additional options specified by Name-Value pair arguments listed
below.
| Name | Value | |
|---|---|---|
"distribution" | A character vector specifying the distribution type for which to estimate parameters. | |
"Ntrials" | A scalar specifying the number of trials for the corresponding element of x for the binomial distribution. | |
"theta" | A scalar specifying the location parameter for the generalized Pareto distribution. | |
"mu" | A scalar specifying the location parameter for the half-normal distribution. | |
"censoring" | A vector of the same size as x
indicating censored data in x. By default it is
censor = zeros (size (x)). | |
"frequency" | A vector of nonnegative integer counts of
the same size as x used as frequency observations. By default it is
freq = ones (size (x)). | |
"alpha" | A scalar in the range , as the significance level for the confidence interval pci. By default it is 0.05 corresponding to 95% confidence intervals. | |
"options" | A structure specifying the control
parameters for the iterative algorithm used to compute ML estimates with the
fminsearch function. |
Source Code: mle