请问，如果利用最大似然法求模型参数（在MATLAB中）

来源：百度知道 编辑：UC知道 时间：2024/06/04 16:38:37
请问大家，MATLAB中有没有基于最大似然法求模型参数的函数？
需要解决的问题是：现在有相关的数据和数据的模型，想根据数据来拟合模型中的的参数，在MATLAB中有，但只知道是基于最小二乘法，请问MATLAB中有没有基于最大似然方法的估计函数，麻烦大家了:)

有啊，看帮助文件吧。
>>help mle
MLE Maximum likelihood estimation.
PHAT = MLE(DATA) returns maximum likelihood estimates (MLEs) for the
parameters of a normal distribution, computed using the sample data in
the vector DATA.

[PHAT, PCI] = MLE(DATA) returns MLEs and 95% confidence intervals for
the parameters.

[...] = MLE(DATA,'distribution',DIST) computes parameter estimates for
the distribution specified by DIST. DIST is a character string
containing the name of one of the distributions supported by MLE.

[...] = MLE(DATA, ..., 'NAME1',VALUE1,'NAME2',VALUE2,...) specifies
optional argument name/value pairs chosen from the following list.
Argument names are case insensitive and partial matches are allowed.

Name Value
'censoring' A boolean vector of the same size as DATA,