Syntax

Description

nlogL = evlike(params,data)returns the negative of the log-likelihood for the type 1 extreme value distribution.params(1)is the tail location parameter,mu, andparams(2)is the scale parameter,sigma.nlogLis a scalar.

[nlogL,AVAR] = evlike(params,data)returns the inverse of Fisher's information matrix,AVAR. If the input parameter values inparamsare the maximum likelihood estimates, the diagonal elements ofAVARare their asymptotic variances.AVARis based on the observed Fisher's information, not the expected information.

[...] = evlike(params,data,censoring)accepts a Boolean vector of the same size asdata, which is 1 for observations that are right-censored and 0 for observations that are observed exactly.

[...] = evlike(params,data,censoring,freq)accepts a frequency vector of the same size asdata.freqtypically contains integer frequencies for the corresponding elements indata, but can contain any nonnegative values. Pass in[]forcensoringto use its default value.

The type 1 extreme value distribution is also known as the Gumbel distribution. The version used here is suitable for modeling minima; the mirror image of this distribution can be used to model maxima by negatingdata. SeeExtreme Value Distributionfor more details. Ifxhas a Weibull distribution, thenX= log(x) has the type 1 extreme value distribution.

Extended Capabilities

See Also

evcdf|evfit|evinv|evpdf|evrnd|evstat