nlogL = tlslike (params, x) returns the negative log-likelihood of the x in x corresponding to the location-scale T distribution with (1) location parameter $mu$, (2) scale parameter $sigma$ and (3) degrees of freedom $nu$ given in the three-element vector params.

[nlogL, acov] = tlslike (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. acov is based on the observed Fisher’s information, not the expected information.

[…] = tlslike (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)).

[…] = tlslike (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 may contain any non-integer non-negative values. By default, or if left empty, freq = ones (size (x)).

Further information about the location-scale Student’s T distribution can be found at https://en.wikipedia.org/wiki/Student%27s_t-distribution#Location-scale_t_distribution

See also: tlscdf, tlsinv, tlspdf, tlsrnd, tlsfit, tlsstat

Source Code: tlslike