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Function Reference: wbllike

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

Negative log-likelihood for the Weibull distribution.

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

[nlogL, acov] = wbllike (params, data) 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.

[…] = wbllike (params, data, 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)).

[…] = wbllike (params, data, 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 Weibull distribution can be found at https://en.wikipedia.org/wiki/Weibull_distribution

See also: wblcdf, wblinv, wblpdf, wblrnd, wblfit, wblstat

Source Code: wbllike