nlogL = normlike(params, x)
[nlogL, avar] = normlike(params, x)
[nlogL, avar] = normlike(params, x, censoring, freq)
| Parameter | Description |
|---|---|
| params | two-element real vector [mu sigma]: normal distribution parameters. |
| x | finite real nonempty array: sample data. |
| censoring | array containing 0 or 1 values: right-censoring flags. |
| freq | array of nonnegative finite values: observation frequencies. |
| Parameter | Description |
|---|---|
| nlogL | scalar: negative log-likelihood. |
| avar | 2-by-2 array: asymptotic covariance estimate. |
normlike returns the negative log-likelihood for normal distribution data and the asymptotic covariance estimate.
x = [-2 -1 0 1 3 5];
[nlogL, avar] = normlike([1 2], x);| Version | Description |
|---|---|
| 2.0.0 | initial version |