gamlike (Statistics Toolbox)

Negative gamma log-likelihood function.

Syntax

logL = gamlike(params,data)
[logL,info] = gamlike(params,data)

Description

logL = gamlike(params,data) returns the negative of the gamma log-likelihood function for the parameters, params, given data. The length of the vector, logL, is the length of the vector, data.

[logL,info] = gamlike(params,data) adds Fisher's information matrix, info. The diagonal elements of info are the asymptotic variances of their respective parameters.

gamlike is a utility function for maximum likelihood estimation of the gamma distribution. Since gamlike returns the negative gamma log-likelihood function, minimizing gamlike using fmins is the same as maximizing the likelihood.

Example

Continuing the example for gamfit:

a = 2; b = 3;
r = gamrnd(a,b,100,1);
[logL,info] = gamlike([2.1990 2.8069],r)

logL =

  267.5585


info =

    0.0690   -0.0790
   -0.0790    0.1220