### Function Reference: `evlike`

statistics: nlogL = evlike (params, x)
statistics: [nlogL, acov] = evlike (params, x)
statistics: […] = evlike (params, x, censor)
statistics: […] = evlike (params, x, censor, freq)

Negative log-likelihood for the extreme value distribution.

`nlogL = evlike (params, x)` returns the negative log likelihood of the data in x corresponding to the extreme value distribution (also known as the Gumbel or the type I generalized extreme value distribution) with (1) location parameter mu and (2) scale parameter sigma given in the two-element vector params.

`[nlogL, acov] = evlike (params, x)` also returns the inverse of Fisher’s information matrix, acov. If the input parameter values in params are the maximum likelihood estimates, the diagonal elements of acov are their asymptotic variances.

`[…] = evlike (params, x, censor)` accepts a boolean vector, censor, of the same size as x with `1`s for observations that are right-censored and `0`s for observations that are observed exactly. By default, or if left empty, `censor = zeros (size (x))`.

`[…] = evlike (params, x, censor, freq)` accepts a frequency vector, freq, of the same size as x. freq typically contains integer frequencies for the corresponding elements in x, but it can contain any non-integer non-negative values. By default, or if left empty, `freq = ones (size (x))`.

The Gumbel distribution is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions. This version is suitable for modeling minima. For modeling maxima, use the alternative Gumbel likelihood function, `gumbellike`.

Further information about the Gumbel distribution can be found at https://en.wikipedia.org/wiki/Gumbel_distribution

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

Source Code: evlike