Maximum likelihood fitting for custom function

I can't find how to fit mle for custom function. mle(data,'pdf',pdf,'cdf',cdf,'start',start,...) doesn't seem appropriate, because it returns probability density values and cumulative density values. I need to fit gev distribution with fixed shape parameter xi to empirical data g; I have following code

xi=-0.1; gev_cdf=@( x,sigma, mu) exp(-(1+xi*((x-mu)/sigma))^(-1/xi));

How can I find maximum likelihood estimates for sigma and mu parameters? Thanks!

[Lukas Pop]

I have found it. The help is tricky, you need to enter pdf, not cdf.

Answer 1

[Chiara Tescione]

Hi, I hope you can help me, I saw that you solved your problem!

How can I estimate the parameters of a function (using an anonymous function) with the maximum likelihood method? I've seen several things on the internet (like mle, fminsearch) but nobody gives me the parameter values!

Example I have:

eq = fittype (@ (a, b, c, x) a * x. ^ 2 + b * x + c);

how do I get the values ​​of a, b and c with the MLE method?

Thanks a lot!