nlogL = gevlike(params, x)
[nlogL, avar] = gevlike(params, x, censoring, freq)
| Parameter | Description |
|---|---|
| params | three-element vector: shape, scale, and location parameters. |
| x | real finite nonempty array: sample data. |
| censoring | array containing 0 or 1 values: right-censoring flags. |
| freq | array of nonnegative finite values: observation frequencies. |
| Parameter | Description |
|---|---|
| nlogL | scalar: negative log-likelihood. |
| avar | 3-by-3 array: approximate covariance matrix. |
gevlike evaluates the negative log-likelihood of the generalized extreme value distribution.
x = [-1.2 -0.4 0.1 0.8 1.5 2.8 4.0];
phat = gevfit(x);
nlogL = gevlike(phat, x);| Version | Description |
|---|---|
| 2.0.0 | initial version |