PL_LIKE

Purpose

This function calculates the log-likelihood of the data, under a
powerlaw model. The powerlaw distribution is given by
f(x) = (alpha - 1) (xmin)^(alpha - 1) x^(-alpha)

Calling Sequence

result = pl_like([params, derivs, data = data, alpha = alpha, xmin
= xmin])

Optional Inputs

params: A two element vector specifying [alpha, xmin].
derivs: A named variable to hold the partial derivative of the
log-likelihood with respect to alpha and xmin.

Keyword Parameters

data: A vector of data values, assumed to be >= xmin
alpha: Another way to specify alpha. This takes precedence over any
variable stored in params[0].
xmin: Another way to specify xmin. This takes precedence over any
variable stored in params[1].

Outputs

Ln(Product( f(data_i) ) )

Restrictions

To maximize speed, the function does not check for values of data <
xmin. However, the output is useless when any data are < xmin.

Modification History

June 2009 Written by Chris Beaumont