INNER CODE UNIT · Python

maximum_likelihood

mszell/geospatialdatascience · unit11_mobilityindividual/stats_utils.py:300

def maximum_likelihood(function, parameters, data, full_output=True, verbose=True):
    """
    function    ->  callable: Distribution from which data are drawn. Args: (parameters, x)
    parameters  ->  np.array: initial parameters
    data        ->  np.array: Data

    Example:

        m=0.5
        v=0.5
        parameters = numpy.array([m,v])

        data = [random.normalvariate(m,v**0.5) for i in range(1000)]

        def function(p,x): return numpy.exp(-(x-p[0])**2.0/2.0/p[1])/(2.0*numpy.pi*p[1])**0.5

        maximum_likelihood(function, parameters, data)

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