parloglik.m

极值理论中各种函数及图像的程序。matlab实现。

function f=parloglik(theta,tmp,a,u,xpi),	

beta = (theta * (xpi - u))/(a^( - theta) - 1);
if((beta <= 0) | ((theta <= 0) & (max(tmp) > ( - beta/theta)))),
	f = NaN;
else 
   y = log(1 + (theta * tmp)./beta);
	y = y./theta;
	f = length(tmp) * log(beta) + (1 + theta) * sum(y);
end