PLS_Toolbox Documentation: parammle	< newtondf	pctile1 >

parammle

Purpose

Maximum likelihood parameter estimates.

Synopsis

params = parammle(x,distname)

Description

Use parammle to obtain the best fit parameter estimates for a supported distribution.

Note: Some distributions (beta, Cauchy, gamma, Gumbel, and Weibull) will take longer to find the maximum likelihood estimates as the estimators are not analytically known. They are solved for by optimizing the likelihood.

INPUTS:

                         x =   matrix (column vector) in which the sample data is stored.

              distname =   string, optional distribution name to assume as the parent distribution for the sample. Default value is 'normal'.

OUTPUTS:

The return value is a structure with up to 3 fields depending on the distribution (distname).

          a =   first paramter.

          b =   second parameter (if necessary).

          c =   third parameter (if necessary).

Examples

params = parammle(x,'exponential')

See Also

chitest kstest