- 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