Function Reference: evlike

statistics: nlogL = evlike (params, data)
statistics: [nlogL, avar] = evlike (params, data)
statistics: […] = evlike (params, data, censor)
statistics: […] = evlike (params, data, censor, freq)

Negative log-likelihood for the extreme value distribution.

Input Arguments

  • params is a two-element vector containing the mu and sigma parameters of the type 1 extreme value distribution (also known as the Gumbel distribution) at which the negative of the log-likelihood is evaluated.
  • data is the vector of given values.
  • censor is a boolean vector of the same size as data with 1 for observations that are right-censored and 0 for observations that are observed exactly.
  • freq is a vector of the same size as data that contains integer frequencies for the corresponding elements in data, but may contain any non-integer non-negative values. Pass in [] for censor to use its default value.

Return Values

  • nlogL is the negative log-likelihood.
  • avar is the inverse of the Fisher information matrix. The Fisher information matrix is the second derivative of the negative log likelihood with respect to the parameter value.

See also: evcdf, evinv, evpdf, evrnd, evfit, evstat

Source Code: evlike