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Negative loglikelihood of probability distribution
nll = negloglik(pd)
example
nll = negloglik(pd) returns the value of the negative loglikelihood function for the data used to fit the probability distribution pd.
nll
pd
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Load the sample data.
load carsmall
Create a Weibull distribution object by fitting it to the mile per gallon (MPG) data.
MPG
pd = fitdist(MPG,'Weibull')
pd = WeibullDistribution Weibull distribution A = 26.5079 [24.8333, 28.2954] B = 3.27193 [2.79441, 3.83104]
Compute the negative log likelihood for the fitted Weibull distribution.
wnll = negloglik(pd)
wnll = 327.4942
Load the sample data. Fit a kernel distribution to the miles per gallon (MPG) data.
load carsmall; pd = fitdist(MPG,'Kernel')
pd = KernelDistribution Kernel = normal Bandwidth = 4.11428 Support = unbounded
Compute the negative loglikelihood.
nll = 327.3139
Probability distribution, specified as a probability distribution object created using one of the following.
fitdist
Negative loglikelihood value for the data used to fit the distribution, returned as a numeric value.
Distribution Fitter | fitdist | mle | paramci | proflik
mle
paramci
proflik
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