Preheat oven to 325°F. Spray a 9X13-inch baking dish with nonstick cooking spray.
Prepare German chocolate cake batter according to package directions; set aside.
For the cheesecake filling:
In a small bowl, beat cream cheese and sugar until smooth.
Add eggs; beat on low speed just until combined.
To prepare cake:
Pour half of the prepared German chocolate cake batter into a greased 9x13-inch baking dish.
Gently pour cream cheese mixture over batter. Gently spoon remaining cake batter over top; spread to edge of pan.
Bake at 325° for 70-75 minutes or until a toothpick inserted near the center comes out clean. Cool for 1 hour.
For the coconut pecan frosting:
In a saucepan, combine the sugar, milk, butter and egg yolks Cook and stir over medium-low heat until thickened and a thermometer reads 160° or is thick enough to coat the back of a metal spoon.
Remove from the heat.
Stir in vanilla; fold in coconut and pecans.
Cool until frosting reaches spreading consistency.