evfit
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