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Negative loglikelihood of probability distribution



nll = negloglik(pd) returns the value of the negative loglikelihood function for the data used to fit the probability distribution 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.

pd = fitdist(MPG,'Weibull')
pd = 

  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 = 

    Kernel = normal
    Bandwidth = 4.11428
    Support = unbounded

Compute the negative loglikelihood.

nll = negloglik(pd)
nll = 327.3139

Input Arguments

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Probability distribution, specified as a probability distribution object created using one of the following.

Function or AppDescription
fitdistFit a probability distribution object to sample data.
Distribution FitterFit a probability distribution to sample data using the interactive Distribution Fitter app and export the fitted object to the workspace.

Output Arguments

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Negative loglikelihood value for the data used to fit the distribution, returned as a numeric value.

Introduced in R2013a