Negative loglikelihood of probability distribution
Load the sample data.
Create a Weibull distribution object by fitting it to the mile per gallon (
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 (
load carsmall; pd = fitdist(MPG,'Kernel')
pd = KernelDistribution Kernel = normal Bandwidth = 4.11428 Support = unbounded
Compute the negative loglikelihood.
nll = negloglik(pd)
nll = 327.3139
nll— Negative loglikelihood
Negative loglikelihood value for the data used to fit the distribution, returned as a numeric value.
This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).