Function Reference: evfit

statistics: paramhat = evfit (data)
statistics: [paramhat, paramci] = evfit (data)
statistics: [paramhat, paramci] = evfit (data, alpha)
statistics: […] = evfit (data, alpha, censor)
statistics: […] = evfit (data, alpha, censor, freq)
statistics: […] = evfit (data, alpha, censor, freq, options)

Estimate parameters and confidence intervals for extreme value data.

paramhat = evfit (data) returns maximum likelihood estimates of the parameters of the type 1 extreme value distribution (also known as the Gumbel distribution) given in data. paramhat(1) is the location parameter, mu, and paramhat(2) is the scale parameter, sigma.

[paramhat, paramci] = evfit (data) returns the 95% confidence intervals for the parameter estimates.

[…] = evfit (data, alpha) returns 100(1-alpha) percent confidence intervals for the parameter estimates.

[…] = evfit (data, alpha, censor) accepts a boolean vector of the same size as data with 1 for observations that are right-censored and 0 for observations that are observed exactly.

[…] = evfit (data, alpha, censor, freq) accepts a frequency vector of the same size as data. freq typically contains integer frequencies for the corresponding elements in data, but may contain any non-integer non-negative values.

[…] = evfit (…, options)

See also: evcdf, evinv, evpdf, evrnd, evlike, evstat

Source Code: evfit