From 948e00a21afabcd3ba3284e8e3718808c7480f67 Mon Sep 17 00:00:00 2001 From: Fabian Sinz Date: Fri, 24 Oct 2014 14:31:14 +0200 Subject: [PATCH] loglik --- statistics/matlab/invg_loglikelihood.m | 4 ++++ 1 file changed, 4 insertions(+) create mode 100644 statistics/matlab/invg_loglikelihood.m diff --git a/statistics/matlab/invg_loglikelihood.m b/statistics/matlab/invg_loglikelihood.m new file mode 100644 index 0000000..5460ea4 --- /dev/null +++ b/statistics/matlab/invg_loglikelihood.m @@ -0,0 +1,4 @@ +function ll = invg_loglikelihood(x, p) + mu = p(1); + lambda = p(2); + ll = mean(.5*(log(lambda) - log(2*pi) - 3*log(x)) - lambda*(x-mu).^2./(2*mu^2*x)); \ No newline at end of file