gevlike
              Negative log-likelihood for the generalized extreme value (GEV) distribution.
 nlogL = gevlike (params, x) returns the negative
 log likelihood of the data in x corresponding to the GEV distribution
 with (1) shape parameter k, (2) scale parameter sigma, and (3)
 location parameter mu given in the three-element vector params.
 [nlogL, acov] = gevlike (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.
 When k < 0, the GEV is the type III extreme value distribution.
 When k > 0, the GEV distribution is the type II, or Frechet,
 extreme value distribution.  If W has a Weibull distribution as
 computed by the wblcdf function, then -W has a type III
 extreme value distribution and 1/W has a type II extreme value
 distribution.  In the limit as k approaches 0, the GEV is the
 mirror image of the type I extreme value distribution as computed by the
 evcdf function.
 The mean of the GEV distribution is not finite when k >= 1, and
 the variance is not finite when k >= 1/2.  The GEV distribution
 has positive density only for values of x such that
 k * (x - mu) / sigma > -1.
Further information about the generalized extreme value distribution can be found at https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
See also: gevcdf, gevinv, gevpdf, gevrnd, gevfit, gevstat
Source Code: gevlike