evlike
              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 1s for
 observations that are right-censored and 0s 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