I just submitted a custom implementation of the generalized gamma distribution to Matlab's File Exchange: https://de.mathworks.com/matlabcentral/fileexchange/73550-generalized-gamma-distribution-in-matlab
Here is an example how to estimate the parameters using Maximum Likelihood Estimation:
rng('default'); % For reproduceability.
pdTrue = GeneralizedGamma(1.4, 1.0, 1.6);
n = 10000;
sample = pdTrue.drawSample(n);
pdEstimated = GeneralizedGamma();
pdEstimated.fitDist(sample)
PS: I realize that this is an old question, but it still got a fair amount of views in the last 30 days.
